+155.2%
W vs VYM
+209.2%
-53.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | +0.6% |
| 30D | -4.2% | -2.2% | -2.0% | -0.1% |
| 3M | +26.9% | +3.1% | +23.8% | +21.0% |
| 6M | +31.2% | +9.7% | +21.5% | +12.2% |
| YTD | -1.8% | +14.9% | -16.7% | -22.6% |
| 1Y | +9.3% | +17.6% | -8.3% | -17.2% |
| 3Y | +33.2% | +65.3% | -32.1% | -39.0% |
| 5Y | -62.4% | +78.7% | -141.1% | -83.0% |
| All | +155.2% | +209.2% | -53.9% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling