+1,356.9%
WPM vs VIG
+655.8%
+701.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | +3.5% | -7.1% | -6.1% |
| 30D | +1.4% | +4.9% | -3.5% | -2.3% |
| 3M | -0.2% | +2.5% | -2.7% | -2.0% |
| 6M | -7.3% | +11.0% | -18.3% | -14.3% |
| YTD | +12.3% | +16.0% | -3.6% | +0.8% |
| 1Y | +24.9% | +17.5% | +7.3% | +11.0% |
| 3Y | +210.4% | +67.0% | +143.4% | +108.0% |
| 5Y | +210.4% | +64.8% | +145.6% | +108.4% |
| 10Y | +731.7% | +263.6% | +468.1% | +153.3% |
| All | +1,356.9% | +655.8% | +701.2% | +61.8% |
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