+81.7%
WY vs VIG
+623.5%
-541.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.2% |
| 30D | -10.1% | -1.0% | -9.1% | -8.9% |
| 3M | -5.1% | +2.8% | -7.9% | -8.8% |
| 6M | -4.8% | +8.2% | -13.0% | -14.9% |
| YTD | -0.2% | +11.0% | -11.3% | -14.2% |
| 1Y | -6.6% | +16.1% | -22.8% | -24.8% |
| 3Y | -22.7% | +56.2% | -78.9% | -59.4% |
| 5Y | -22.2% | +63.0% | -85.2% | -61.7% |
| 10Y | +7.3% | +241.4% | -234.1% | -80.5% |
| All | +81.7% | +623.5% | -541.9% | -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 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