+234.7%
WCN vs VYM
+209.2%
+25.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -3.4% | -2.2% | -1.1% | -1.9% |
| 3M | +3.0% | +3.1% | -0.1% | +0.8% |
| 6M | -3.8% | +9.7% | -13.5% | -9.8% |
| YTD | -8.3% | +14.9% | -23.2% | -16.6% |
| 1Y | -9.7% | +17.6% | -27.3% | -19.3% |
| 3Y | +17.2% | +65.3% | -48.2% | -18.1% |
| 5Y | +25.3% | +78.7% | -53.4% | -17.6% |
| All | +234.7% | +209.2% | +25.5% | +43.1% |
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 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