+1,043.3%
WSM vs VIG
+250.0%
+793.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.1% |
| 7D | -0.5% | -1.1% | +0.5% | +0.9% |
| 30D | -7.7% | -2.7% | -5.0% | -4.1% |
| 3M | +3.8% | +2.5% | +1.2% | +0.4% |
| 6M | +22.7% | +9.2% | +13.4% | +9.2% |
| YTD | +28.0% | +9.8% | +18.2% | +13.6% |
| 1Y | +12.7% | +12.4% | +0.3% | -2.9% |
| 3Y | +231.3% | +55.9% | +175.4% | +89.3% |
| 5Y | +177.2% | +63.9% | +113.2% | +53.0% |
| All | +1,043.3% | +250.0% | +793.3% | +183.6% |
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