I guess that's good, and that's true for the last 15 year. I'd think a more important comparison, it being Vanguard and all, is comparison to their lower-fee index funds. In theory you're buying expertise compared to people investing in Index funds, right?
VTSAX (0.04% fee):
Std Dev of Annual Return was 16.9%
Mean return was 11.9%
Windsor I (0.20% fee):
Std Dev of Annual Return was 19.8%
Mean return was 11.6%
Windsor II (0.33% fee):
Std Dev of Annual Return was 16.5%
Mean return was 11.0%
Vanguard S&P 500 Index (0.04% fee):
Std Dev of Annual Return was 16.3%
Mean return was 11.3%
So it seems between the recovery from the Dot Com bust, the Great Recession and the current bull market, there isn't much difference between all 4 funds. In fact, Windsor I under-performed VTSAX 9 out of the 15 years (and had 4 years of negative return vs 1 year for VTSAX) and Windsor II 7 out of the 15 years (with 2 years of negative returns).
I guess it just depends what you're comparing against. All of them did really well regardless.