+451.2%
WST vs VIG
+264.3%
+186.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.4% |
| 30D | +12.3% | +4.9% | +7.4% | +7.4% |
| 3M | +17.5% | +2.9% | +14.6% | +14.3% |
| 6M | +28.2% | +11.2% | +17.0% | +15.9% |
| YTD | +50.4% | +16.0% | +34.4% | +31.1% |
| 1Y | +49.3% | +17.0% | +32.3% | +29.2% |
| 3Y | +21.8% | +66.9% | -45.0% | -24.7% |
| 5Y | +0.3% | +65.8% | -65.5% | -37.3% |
| 10Y | +451.2% | +263.6% | +187.5% | +65.2% |
| All | +451.2% | +264.3% | +186.8% | +65.2% |
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