-1.7%
WVVIP vs SPY
+313.5%
-315.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.8% |
| 7D | -10.3% | -0.7% | -9.5% | -10.2% |
| 30D | -7.0% | -1.0% | -5.9% | -6.9% |
| 3M | +5.3% | -0.3% | +5.6% | +5.3% |
| 6M | +0.8% | +7.3% | -6.6% | +0.3% |
| YTD | -11.9% | +13.3% | -25.3% | -12.7% |
| 1Y | -7.2% | +14.8% | -22.0% | -8.1% |
| 3Y | -24.1% | +82.9% | -107.1% | -27.6% |
| 5Y | -50.2% | +75.6% | -125.7% | -52.2% |
| 10Y | -2.8% | +330.5% | -333.3% | -21.6% |
| All | -1.7% | +313.5% | -315.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling