+165.0%
W vs VYM
+257.5%
-92.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +1.3% |
| 7D | +6.5% | +0.1% | +6.4% | +6.2% |
| 30D | -6.2% | -1.3% | -4.9% | -4.1% |
| 3M | +48.9% | +4.1% | +44.8% | +40.4% |
| 6M | +31.2% | +9.8% | +21.4% | +13.1% |
| YTD | -0.4% | +15.3% | -15.8% | -20.8% |
| 1Y | +14.8% | +20.0% | -5.2% | -14.5% |
| 3Y | +40.5% | +66.2% | -25.7% | -32.9% |
| 5Y | -62.1% | +77.5% | -139.7% | -81.8% |
| 10Y | +141.5% | +201.7% | -60.2% | -39.8% |
| All | +165.0% | +257.5% | -92.5% | -47.4% |
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