+452.6%
WCC vs VYM
+487.3%
-34.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | +6.8% | -1.0% | +7.8% | +8.4% |
| 30D | -3.0% | -2.0% | -1.0% | +0.1% |
| 3M | +0.2% | +3.1% | -2.9% | -4.2% |
| 6M | +33.2% | +8.9% | +24.3% | +18.0% |
| YTD | +45.8% | +14.7% | +31.1% | +19.8% |
| 1Y | +68.4% | +19.4% | +49.0% | +30.6% |
| 3Y | +131.1% | +65.4% | +65.7% | +14.7% |
| 5Y | +225.6% | +77.6% | +148.1% | +51.6% |
| 10Y | +534.2% | +207.8% | +326.4% | +46.2% |
| All | +452.6% | +487.3% | -34.7% | -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 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