+752.4%
WEC vs VYM
+487.3%
+265.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | +0.9% | -2.0% | +2.9% | +2.1% |
| 3M | -5.3% | +3.1% | -8.4% | -7.0% |
| 6M | -6.6% | +8.9% | -15.5% | -11.2% |
| YTD | +3.3% | +14.7% | -11.5% | -5.0% |
| 1Y | +2.1% | +19.4% | -17.4% | -8.4% |
| 3Y | +39.6% | +65.4% | -25.8% | +2.6% |
| 5Y | +31.2% | +77.6% | -46.4% | -7.8% |
| 10Y | +148.4% | +207.8% | -59.3% | +24.5% |
| All | +752.4% | +487.3% | +265.1% | +195.6% |
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