+398.2%
WING vs VYM
+209.2%
+189.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.4% |
| 7D | +7.2% | -0.8% | +8.0% | +8.0% |
| 30D | +4.8% | -2.2% | +7.0% | +6.9% |
| 3M | -23.7% | +3.1% | -26.7% | -25.6% |
| 6M | -43.6% | +9.7% | -53.3% | -47.8% |
| YTD | -50.6% | +14.9% | -65.5% | -56.0% |
| 1Y | -57.0% | +17.6% | -74.6% | -62.4% |
| 3Y | -28.3% | +65.3% | -93.6% | -52.9% |
| 5Y | -32.4% | +78.7% | -111.1% | -57.4% |
| All | +398.2% | +209.2% | +189.0% | +95.2% |
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