+856.2%
WM vs VYM
+492.8%
+363.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | -0.5% | -1.8% | -2.0% |
| 3M | +0.4% | +3.0% | -2.6% | -1.8% |
| 6M | -9.5% | +8.2% | -17.7% | -14.8% |
| YTD | +0.5% | +15.8% | -15.3% | -10.1% |
| 1Y | -1.1% | +20.8% | -21.9% | -14.3% |
| 3Y | +46.0% | +65.3% | -19.2% | -1.0% |
| 5Y | +51.8% | +76.6% | -24.8% | -2.9% |
| 10Y | +307.5% | +203.9% | +103.6% | +71.0% |
| All | +856.2% | +492.8% | +363.4% | +144.0% |
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