+410.7%
WING vs VYM
+231.7%
+179.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -2.3% | -1.0% | -1.3% | -1.5% |
| 30D | -5.6% | -2.0% | -3.6% | -3.9% |
| 3M | -22.9% | +3.1% | -26.0% | -24.9% |
| 6M | -50.4% | +8.9% | -59.3% | -54.0% |
| YTD | -53.3% | +14.7% | -68.1% | -58.5% |
| 1Y | -61.2% | +19.4% | -80.6% | -66.7% |
| 3Y | -30.1% | +65.4% | -95.5% | -54.5% |
| 5Y | -35.0% | +77.6% | -112.6% | -59.4% |
| 10Y | +375.5% | +207.8% | +167.7% | +78.2% |
| All | +410.7% | +231.7% | +179.1% | +75.9% |
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