+953.9%
WM vs VYM
+498.9%
+455.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | +0.8% | -0.2% | +0.9% | +0.8% |
| 30D | +13.8% | +3.6% | +10.2% | +10.8% |
| 3M | +6.4% | -0.1% | +6.5% | +6.4% |
| 6M | +13.2% | +7.1% | +6.1% | +7.4% |
| YTD | +10.8% | +17.0% | -6.2% | -1.7% |
| 1Y | +20.2% | +19.0% | +1.2% | +5.3% |
| 3Y | +46.5% | +74.4% | -28.0% | -4.6% |
| 5Y | +61.3% | +72.7% | -11.4% | +4.9% |
| 10Y | +324.8% | +206.6% | +118.1% | +76.9% |
| All | +953.9% | +498.9% | +455.0% | +166.7% |
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