+270.9%
WMB vs VYM
+75.8%
+195.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -1.7% | -1.9% | +0.2% | 0.0% |
| 30D | +0.7% | -2.6% | +3.3% | +3.1% |
| 3M | +1.5% | +3.6% | -2.1% | -1.8% |
| 6M | +0.1% | +8.7% | -8.6% | -7.5% |
| YTD | +22.9% | +14.1% | +8.8% | +8.3% |
| 1Y | +27.9% | +17.8% | +10.0% | +9.2% |
| 3Y | +139.1% | +64.5% | +74.6% | +46.1% |
| 5Y | +270.9% | +77.5% | +193.4% | +108.5% |
| All | +270.9% | +75.8% | +195.2% | +108.5% |
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