+206.5%
WELL vs VYM
+75.8%
+130.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -2.2% | -1.9% | -0.4% | -0.9% |
| 30D | +4.7% | -2.6% | +7.3% | +6.7% |
| 3M | +11.9% | +3.6% | +8.4% | +9.0% |
| 6M | +14.3% | +8.7% | +5.6% | +7.1% |
| YTD | +28.4% | +14.1% | +14.2% | +15.7% |
| 1Y | +42.3% | +17.8% | +24.5% | +24.9% |
| 3Y | +202.6% | +64.5% | +138.0% | +96.0% |
| 5Y | +206.5% | +77.5% | +129.0% | +90.1% |
| All | +206.5% | +75.8% | +130.8% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling