-23.8%
WU vs VIG
+597.7%
-621.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -1.1% | -2.1% | +1.0% | +1.1% |
| 3M | -1.8% | +3.3% | -5.2% | -5.0% |
| 6M | -23.9% | +9.3% | -33.2% | -30.7% |
| YTD | -20.4% | +10.1% | -30.6% | -28.1% |
| 1Y | -10.6% | +14.7% | -25.3% | -22.7% |
| 3Y | -27.7% | +56.9% | -84.7% | -55.5% |
| 5Y | -51.1% | +62.9% | -114.0% | -71.2% |
| 10Y | -40.7% | +241.3% | -282.0% | -85.2% |
| All | -23.8% | +597.7% | -621.5% | -91.9% |
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