+58.5%
WM vs VYM
+71.4%
-12.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | +13.7% | +3.0% | +10.7% | +11.9% |
| 3M | +5.2% | -1.0% | +6.2% | +5.7% |
| 6M | +11.2% | +6.4% | +4.8% | +7.4% |
| YTD | +9.4% | +15.9% | -6.5% | +0.6% |
| 1Y | +20.4% | +18.7% | +1.7% | +9.2% |
| 3Y | +44.7% | +72.8% | -28.1% | +3.5% |
| 5Y | +58.5% | +71.2% | -12.8% | +12.3% |
| All | +58.5% | +71.4% | -12.9% | +12.3% |
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