+200.8%
WMB vs VYM
+71.9%
+128.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +7.8% | +3.7% | +4.1% | +4.4% |
| 30D | -5.1% | +3.7% | -8.8% | -8.2% |
| 3M | -4.7% | -0.7% | -4.0% | -4.1% |
| 6M | -7.4% | +7.2% | -14.6% | -13.2% |
| YTD | +17.5% | +16.9% | +0.5% | +1.3% |
| 1Y | +19.5% | +19.6% | -0.1% | +0.8% |
| 3Y | +121.3% | +74.6% | +46.7% | +27.5% |
| All | +200.8% | +71.9% | +128.9% | +74.5% |
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 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