+79.1%
WY vs VIG
+617.8%
-538.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | -2.1% | -0.4% | -1.7% | -1.5% |
| 30D | -10.5% | -2.1% | -8.4% | -7.8% |
| 3M | -4.9% | +3.3% | -8.2% | -9.3% |
| 6M | -4.9% | +9.3% | -14.2% | -16.2% |
| YTD | -1.7% | +10.1% | -11.8% | -14.5% |
| 1Y | -9.4% | +14.7% | -24.1% | -25.7% |
| 3Y | -22.3% | +56.9% | -79.2% | -59.5% |
| 5Y | -20.5% | +62.9% | -83.4% | -60.8% |
| 10Y | +4.9% | +241.3% | -236.4% | -80.9% |
| All | +79.1% | +617.8% | -538.8% | -87.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling