+512.7%
WPM vs VIG
+247.5%
+265.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -3.6% | -2.2% | -1.4% | -2.5% |
| 30D | +12.5% | -3.2% | +15.7% | +14.3% |
| 3M | +40.6% | +3.0% | +37.6% | +38.8% |
| 6M | +0.5% | +8.1% | -7.6% | -2.7% |
| YTD | +29.0% | +9.1% | +20.0% | +24.6% |
| 1Y | +43.8% | +12.6% | +31.2% | +37.0% |
| 3Y | +266.3% | +55.4% | +210.9% | +204.1% |
| 5Y | +255.1% | +62.8% | +192.3% | +188.2% |
| All | +512.7% | +247.5% | +265.1% | +267.4% |
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