+166.1%
WAT vs VYM
+209.2%
-43.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -0.3% | -0.8% | +0.5% | +0.6% |
| 30D | -1.9% | -2.2% | +0.4% | +0.4% |
| 3M | +13.5% | +3.1% | +10.4% | +10.2% |
| 6M | +37.2% | +9.7% | +27.5% | +25.3% |
| YTD | +7.5% | +14.9% | -7.4% | -6.3% |
| 1Y | +35.0% | +17.6% | +17.4% | +15.0% |
| 3Y | +55.1% | +65.3% | -10.2% | -4.1% |
| 5Y | -2.8% | +78.7% | -81.5% | -43.6% |
| All | +166.1% | +209.2% | -43.0% | -4.7% |
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