-20.7%
WST vs VIG
+63.0%
-83.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.2% |
| 7D | +1.8% | -1.1% | +2.9% | +3.0% |
| 30D | -1.7% | -2.7% | +1.0% | +1.3% |
| 3M | +4.9% | +2.5% | +2.3% | +1.8% |
| 6M | +45.5% | +9.2% | +36.3% | +31.6% |
| YTD | +26.1% | +9.8% | +16.3% | +13.6% |
| 1Y | +31.7% | +12.4% | +19.3% | +15.7% |
| 3Y | -12.1% | +55.9% | -68.0% | -48.2% |
| All | -20.7% | +63.0% | -83.7% | -56.1% |
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