+991.6%
WDC vs VIG
+62.2%
+929.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.9% |
| 7D | +7.5% | -1.2% | +8.6% | +9.4% |
| 30D | +10.1% | -2.8% | +12.9% | +15.1% |
| 3M | -6.8% | +2.5% | -9.3% | -11.0% |
| 6M | +84.1% | +8.1% | +76.0% | +62.1% |
| YTD | +180.3% | +9.6% | +170.7% | +143.6% |
| 1Y | +411.1% | +14.2% | +396.9% | +317.6% |
| 3Y | +1,375.0% | +56.1% | +1,318.9% | +667.2% |
| 5Y | +991.6% | +62.8% | +928.7% | +444.9% |
| All | +991.6% | +62.2% | +929.3% | +444.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling