+83.1%
BBWI vs VYM
+487.3%
-404.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.6% |
| 7D | -4.4% | -1.0% | -3.5% | -3.1% |
| 30D | -7.4% | -2.0% | -5.4% | -4.7% |
| 3M | -2.2% | +3.1% | -5.3% | -6.1% |
| 6M | -16.3% | +8.9% | -25.2% | -25.4% |
| YTD | -9.1% | +14.7% | -23.9% | -24.4% |
| 1Y | -34.5% | +19.4% | -53.9% | -48.3% |
| 3Y | -47.0% | +65.4% | -112.4% | -72.4% |
| 5Y | -68.8% | +77.6% | -146.4% | -84.9% |
| 10Y | -57.4% | +207.8% | -265.1% | -89.2% |
| All | +83.1% | +487.3% | -404.2% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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