+1,807.0%
WAB vs VYM
+487.3%
+1,319.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +0.2% | -1.0% | +1.2% | +1.5% |
| 30D | -4.6% | -2.0% | -2.5% | -2.0% |
| 3M | +5.6% | +3.1% | +2.6% | +1.8% |
| 6M | +13.8% | +8.9% | +4.9% | +2.5% |
| YTD | +31.9% | +14.7% | +17.1% | +11.2% |
| 1Y | +48.3% | +19.4% | +28.8% | +18.9% |
| 3Y | +167.1% | +65.4% | +101.7% | +41.9% |
| 5Y | +222.9% | +77.6% | +145.3% | +58.4% |
| 10Y | +289.9% | +207.8% | +82.1% | -3.4% |
| All | +1,807.0% | +487.3% | +1,319.8% | +117.4% |
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