-21.6%
WY vs VIG
+61.5%
-83.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | -3.7% | -2.2% | -1.5% | -1.2% |
| 30D | -11.3% | -3.2% | -8.1% | -8.0% |
| 3M | -8.1% | +3.0% | -11.2% | -11.2% |
| 6M | -7.4% | +8.1% | -15.6% | -15.2% |
| YTD | -4.7% | +9.1% | -13.8% | -13.7% |
| 1Y | -9.2% | +12.6% | -21.8% | -20.7% |
| 3Y | -24.7% | +55.4% | -80.1% | -54.7% |
| 5Y | -21.6% | +62.8% | -84.3% | -54.0% |
| All | -21.6% | +61.5% | -83.0% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling