+740.8%
WMB vs VYM
+490.3%
+250.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +7.7% | -1.3% | +9.0% | +9.4% |
| 3M | +6.7% | +4.1% | +2.6% | +1.2% |
| 6M | +3.6% | +9.8% | -6.2% | -8.4% |
| YTD | +28.0% | +15.3% | +12.7% | +5.9% |
| 1Y | +37.6% | +20.0% | +17.6% | +8.0% |
| 3Y | +149.0% | +66.2% | +82.8% | +26.4% |
| 5Y | +285.3% | +77.5% | +207.8% | +77.7% |
| 10Y | +302.1% | +201.7% | +100.3% | -10.2% |
| All | +740.8% | +490.3% | +250.5% | -20.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling