+2,590.6%
WST vs VIG
+655.8%
+1,934.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +12.4% | +4.9% | +7.5% | +7.4% |
| 3M | +17.6% | +2.9% | +14.6% | +14.4% |
| 6M | +28.3% | +11.2% | +17.0% | +15.8% |
| YTD | +50.5% | +16.0% | +34.5% | +31.0% |
| 1Y | +49.4% | +17.0% | +32.4% | +29.1% |
| 3Y | +21.9% | +66.9% | -45.0% | -25.1% |
| 5Y | +0.4% | +65.8% | -65.5% | -37.2% |
| 10Y | +451.5% | +263.6% | +187.9% | +62.5% |
| All | +2,590.6% | +655.8% | +1,934.8% | +273.7% |
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