+4.7%
WY vs VIG
+250.0%
-245.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.7% |
| 7D | -4.2% | -1.1% | -3.1% | -2.7% |
| 30D | -10.1% | -2.7% | -7.3% | -6.6% |
| 3M | -8.5% | +2.5% | -11.0% | -11.7% |
| 6M | -3.3% | +9.2% | -12.6% | -14.5% |
| YTD | -4.4% | +9.8% | -14.2% | -16.2% |
| 1Y | -11.5% | +12.4% | -23.9% | -25.0% |
| 3Y | -24.3% | +55.9% | -80.2% | -59.9% |
| 5Y | -21.3% | +63.9% | -85.3% | -61.3% |
| All | +4.7% | +250.0% | -245.3% | -80.4% |
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