+691.9%
WAT vs VYM
+490.3%
+201.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.2% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -1.0% | -1.3% | +0.3% | +0.2% |
| 3M | +10.9% | +4.1% | +6.8% | +7.1% |
| 6M | +33.2% | +9.8% | +23.4% | +22.8% |
| YTD | +6.1% | +15.3% | -9.2% | -6.4% |
| 1Y | +30.2% | +20.0% | +10.2% | +10.8% |
| 3Y | +52.9% | +66.2% | -13.4% | -1.2% |
| 5Y | -5.1% | +77.5% | -82.7% | -41.6% |
| 10Y | +152.6% | +201.7% | -49.1% | -1.1% |
| All | +691.9% | +490.3% | +201.6% | +75.1% |
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