+889.4%
WM vs VIG
+623.5%
+265.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -2.4% | -1.0% | -1.4% | -1.6% |
| 3M | +0.4% | +2.8% | -2.3% | -1.9% |
| 6M | -9.5% | +8.2% | -17.7% | -15.4% |
| YTD | +0.5% | +11.0% | -10.5% | -8.2% |
| 1Y | -1.1% | +16.1% | -17.2% | -13.1% |
| 3Y | +46.0% | +56.2% | -10.1% | -1.0% |
| 5Y | +51.8% | +63.0% | -11.2% | -1.8% |
| 10Y | +307.5% | +241.4% | +66.1% | +37.5% |
| All | +889.4% | +623.5% | +265.9% | +64.2% |
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