+2,300.2%
WWD vs VIG
+623.5%
+1,676.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.8% |
| 7D | +1.3% | -0.4% | +1.7% | +2.0% |
| 30D | -7.2% | -1.0% | -6.2% | -5.7% |
| 3M | -3.8% | +2.8% | -6.6% | -8.0% |
| 6M | -9.9% | +8.2% | -18.1% | -20.3% |
| YTD | +14.8% | +11.0% | +3.8% | -2.5% |
| 1Y | +42.1% | +16.1% | +25.9% | +12.5% |
| 3Y | +170.8% | +56.2% | +114.6% | +32.9% |
| 5Y | +197.5% | +63.0% | +134.5% | +34.2% |
| 10Y | +477.8% | +241.4% | +236.4% | -24.7% |
| All | +2,300.2% | +623.5% | +1,676.7% | -8.5% |
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