+301.5%
FWONK vs VYM
+252.2%
+49.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.9% |
| 30D | -7.7% | -2.2% | -5.5% | -5.7% |
| 3M | +5.7% | +3.1% | +2.6% | +2.5% |
| 6M | +13.5% | +9.7% | +3.7% | +3.3% |
| YTD | -3.0% | +14.9% | -17.9% | -15.7% |
| 1Y | -6.4% | +17.6% | -24.0% | -20.7% |
| 3Y | +43.8% | +65.3% | -21.5% | -14.5% |
| 5Y | +98.6% | +78.7% | +19.8% | +7.9% |
| 10Y | +340.0% | +208.2% | +131.8% | +39.7% |
| All | +301.5% | +252.2% | +49.3% | +10.3% |
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