-31.2%
WING vs VYM
+77.5%
-108.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.2% |
| 7D | +7.2% | -0.8% | +8.0% | +8.2% |
| 30D | +4.8% | -2.2% | +7.0% | +7.6% |
| 3M | -23.7% | +3.1% | -26.7% | -26.3% |
| 6M | -43.6% | +9.7% | -53.3% | -49.3% |
| YTD | -50.6% | +14.9% | -65.5% | -57.7% |
| 1Y | -57.0% | +17.6% | -74.6% | -64.2% |
| 3Y | -28.3% | +65.3% | -93.6% | -60.9% |
| All | -31.2% | +77.5% | -108.7% | -63.6% |
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 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