-4.4%
WAT vs VYM
+75.8%
-80.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -2.9% | -1.9% | -1.0% | -0.6% |
| 30D | -3.2% | -2.6% | -0.6% | -0.1% |
| 3M | +10.6% | +3.6% | +7.0% | +6.1% |
| 6M | +34.0% | +8.7% | +25.4% | +21.6% |
| YTD | +5.7% | +14.1% | -8.4% | -9.6% |
| 1Y | +37.1% | +17.8% | +19.2% | +12.7% |
| 3Y | +52.4% | +64.5% | -12.1% | -14.1% |
| 5Y | -4.4% | +77.5% | -81.9% | -48.4% |
| All | -4.4% | +75.8% | -80.2% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling