+298.4%
WMB vs VYM
+209.2%
+89.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.2% |
| 30D | -0.4% | -2.2% | +1.8% | +2.0% |
| 3M | +3.2% | +3.1% | +0.1% | -0.2% |
| 6M | +0.1% | +9.7% | -9.6% | -9.6% |
| YTD | +23.9% | +14.9% | +9.0% | +6.2% |
| 1Y | +27.6% | +17.6% | +10.0% | +6.5% |
| 3Y | +141.9% | +65.3% | +76.6% | +37.7% |
| 5Y | +273.8% | +78.7% | +195.1% | +94.1% |
| All | +298.4% | +209.2% | +89.2% | +9.5% |
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