+1,596.8%
WSM vs VIG
+617.8%
+979.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.3% |
| 7D | +2.6% | -0.4% | +3.0% | +3.1% |
| 30D | -9.5% | -2.1% | -7.4% | -6.8% |
| 3M | +12.9% | +3.3% | +9.5% | +8.1% |
| 6M | +23.0% | +9.3% | +13.8% | +9.2% |
| YTD | +28.9% | +10.1% | +18.8% | +13.6% |
| 1Y | +13.7% | +14.7% | -1.1% | -5.1% |
| 3Y | +232.6% | +56.9% | +175.7% | +84.8% |
| 5Y | +185.9% | +62.9% | +122.9% | +55.7% |
| 10Y | +998.6% | +241.3% | +757.3% | +119.7% |
| All | +1,596.8% | +617.8% | +979.0% | +16.3% |
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