+285.4%
WBD vs VYM
+488.1%
-202.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.3% |
| 7D | -0.7% | -0.8% | +0.1% | +0.1% |
| 30D | +1.4% | -2.2% | +3.7% | +4.0% |
| 3M | +4.4% | +3.1% | +1.3% | +0.8% |
| 6M | +0.8% | +9.7% | -8.9% | -9.4% |
| YTD | -2.7% | +14.9% | -17.6% | -17.2% |
| 1Y | +73.4% | +17.6% | +55.8% | +43.7% |
| 3Y | +142.1% | +65.3% | +76.8% | +43.7% |
| 5Y | +7.2% | +78.7% | -71.5% | -39.4% |
| 10Y | +14.2% | +208.2% | -194.0% | -63.2% |
| All | +285.4% | +488.1% | -202.7% | -33.6% |
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 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