+994.9%
WM vs VIG
+633.1%
+361.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +3.9% |
| 7D | +4.5% | -2.0% | +6.5% | +6.1% |
| 30D | +16.1% | +2.7% | +13.3% | +13.4% |
| 3M | +8.0% | +0.3% | +7.7% | +7.6% |
| 6M | +8.4% | +7.6% | +0.8% | +1.8% |
| YTD | +11.2% | +12.5% | -1.3% | +0.4% |
| 1Y | +22.3% | +14.8% | +7.5% | +8.5% |
| 3Y | +50.2% | +63.2% | -12.9% | -1.8% |
| 5Y | +63.3% | +60.2% | +3.1% | +7.1% |
| 10Y | +355.0% | +262.8% | +92.2% | +45.6% |
| All | +994.9% | +633.1% | +361.8% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling