+530.2%
WCC vs VYM
+209.2%
+321.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +2.6% |
| 7D | +1.5% | -0.8% | +2.3% | +3.0% |
| 30D | -2.1% | -2.2% | +0.1% | +1.8% |
| 3M | +3.8% | +3.1% | +0.8% | -1.3% |
| 6M | +35.0% | +9.7% | +25.3% | +16.6% |
| YTD | +46.4% | +14.9% | +31.5% | +17.5% |
| 1Y | +63.0% | +17.6% | +45.4% | +26.4% |
| 3Y | +133.9% | +65.3% | +68.6% | +8.6% |
| 5Y | +226.5% | +78.7% | +147.8% | +39.5% |
| All | +530.2% | +209.2% | +321.1% | +33.3% |
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