+1,188.5%
WDC vs VIG
+250.0%
+938.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.1% |
| 7D | -4.3% | -1.1% | -3.2% | -2.8% |
| 30D | -1.5% | -2.7% | +1.3% | +2.6% |
| 3M | -15.5% | +2.5% | -18.0% | -19.2% |
| 6M | +66.5% | +9.2% | +57.2% | +45.6% |
| YTD | +159.9% | +9.8% | +150.0% | +127.2% |
| 1Y | +366.0% | +12.4% | +353.6% | +294.5% |
| 3Y | +1,285.8% | +55.9% | +1,229.9% | +634.0% |
| 5Y | +925.6% | +63.9% | +861.6% | +413.4% |
| All | +1,188.5% | +250.0% | +938.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling