-40.4%
WU vs VIG
+250.0%
-290.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -2.5% |
| 30D | -2.9% | -2.7% | -0.2% | -0.4% |
| 3M | -2.3% | +2.5% | -4.8% | -4.3% |
| 6M | -25.4% | +9.2% | -34.6% | -31.1% |
| YTD | -21.2% | +9.8% | -31.0% | -27.6% |
| 1Y | -8.9% | +12.4% | -21.2% | -18.0% |
| 3Y | -29.0% | +55.9% | -84.9% | -52.6% |
| 5Y | -50.7% | +63.9% | -114.7% | -68.7% |
| All | -40.4% | +250.0% | -290.4% | -81.4% |
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