-2.8%
WVVIP vs SPY
+311.6%
-314.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | -11.9% | -4.7% | -7.2% | -11.7% |
| 30D | -2.4% | -5.9% | +3.5% | -2.1% |
| 3M | +5.3% | -4.5% | +9.8% | +5.5% |
| 6M | -4.3% | +1.8% | -6.1% | -4.5% |
| YTD | -11.9% | +8.3% | -20.3% | -12.5% |
| 1Y | -7.2% | +9.3% | -16.6% | -7.9% |
| 3Y | -24.1% | +74.9% | -99.0% | -27.4% |
| 5Y | -52.1% | +67.3% | -119.3% | -53.9% |
| All | -2.8% | +311.6% | -314.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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