+2,580.4%
WST vs VIG
+655.7%
+1,924.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.9% | +3.1% | +1.8% | +1.9% |
| 30D | +10.7% | +5.0% | +5.6% | +5.7% |
| 3M | +16.8% | +2.7% | +14.1% | +13.9% |
| 6M | +32.0% | +11.0% | +21.0% | +19.4% |
| YTD | +49.9% | +16.0% | +34.0% | +30.5% |
| 1Y | +50.6% | +16.3% | +34.4% | +30.9% |
| 3Y | +21.4% | +66.8% | -45.4% | -25.4% |
| 5Y | -0.6% | +64.8% | -65.3% | -37.4% |
| 10Y | +449.4% | +263.6% | +185.9% | +61.9% |
| All | +2,580.4% | +655.7% | +1,924.7% | +272.4% |
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