+349.8%
WELL vs VYM
+209.2%
+140.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.6% |
| 30D | +2.3% | -2.2% | +4.6% | +4.7% |
| 3M | +12.3% | +3.1% | +9.2% | +8.8% |
| 6M | +15.6% | +9.7% | +5.9% | +4.7% |
| YTD | +28.3% | +14.9% | +13.4% | +10.7% |
| 1Y | +41.9% | +17.6% | +24.4% | +19.3% |
| 3Y | +198.3% | +65.3% | +133.0% | +70.4% |
| 5Y | +206.4% | +78.7% | +127.7% | +58.9% |
| All | +349.8% | +209.2% | +140.6% | +52.7% |
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