+310.4%
WM vs VYM
+202.0%
+108.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.2% | -1.0% | -0.2% | -0.5% |
| 30D | -4.5% | -2.0% | -2.5% | -3.1% |
| 3M | -2.2% | +3.1% | -5.3% | -4.3% |
| 6M | -11.5% | +8.9% | -20.4% | -16.9% |
| YTD | -0.7% | +14.7% | -15.4% | -10.3% |
| 1Y | +0.3% | +19.4% | -19.1% | -12.1% |
| 3Y | +44.2% | +65.4% | -21.2% | -2.3% |
| 5Y | +51.6% | +77.6% | -25.9% | -3.8% |
| 10Y | +310.4% | +207.8% | +102.6% | +62.2% |
| All | +310.4% | +202.0% | +108.4% | +62.2% |
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