+474.4%
WWD vs VIG
+247.5%
+226.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -2.9% | -2.2% | -0.6% | +0.1% |
| 30D | -6.6% | -3.2% | -3.4% | -2.4% |
| 3M | -9.3% | +3.0% | -12.4% | -12.9% |
| 6M | -13.6% | +8.1% | -21.7% | -22.0% |
| YTD | +10.4% | +9.1% | +1.3% | -1.4% |
| 1Y | +39.9% | +12.6% | +27.3% | +20.0% |
| 3Y | +165.0% | +55.4% | +109.7% | +48.1% |
| 5Y | +183.8% | +62.8% | +121.0% | +48.4% |
| All | +474.4% | +247.5% | +226.8% | +19.2% |
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