+3.6%
WBD vs VYM
+77.5%
-73.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.7% |
| 7D | -0.7% | -0.8% | +0.1% | +0.6% |
| 30D | +1.4% | -2.2% | +3.7% | +5.4% |
| 3M | +4.4% | +3.1% | +1.3% | -1.2% |
| 6M | +0.8% | +9.7% | -8.9% | -14.8% |
| YTD | -2.7% | +14.9% | -17.6% | -24.7% |
| 1Y | +73.4% | +17.6% | +55.8% | +28.1% |
| 3Y | +142.1% | +65.3% | +76.8% | +0.7% |
| All | +3.6% | +77.5% | -73.9% | -59.6% |
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