+1,188.5%
WDC vs VYM
+209.2%
+979.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.0% |
| 7D | -4.3% | -0.8% | -3.5% | -3.1% |
| 30D | -1.5% | -2.2% | +0.8% | +1.9% |
| 3M | -15.5% | +3.1% | -18.6% | -19.6% |
| 6M | +66.5% | +9.7% | +56.7% | +45.1% |
| YTD | +159.9% | +14.9% | +145.0% | +112.9% |
| 1Y | +366.0% | +17.6% | +348.4% | +269.0% |
| 3Y | +1,285.8% | +65.3% | +1,220.5% | +567.3% |
| 5Y | +925.6% | +78.7% | +846.8% | +350.8% |
| All | +1,188.5% | +209.2% | +979.4% | +178.7% |
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