+722.1%
WMB vs VYM
+492.8%
+229.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +3.3% | -0.5% | +3.8% | +3.9% |
| 3M | +3.1% | +3.0% | +0.1% | -0.9% |
| 6M | -0.7% | +8.2% | -8.9% | -10.6% |
| YTD | +25.2% | +15.8% | +9.3% | +3.0% |
| 1Y | +32.9% | +20.8% | +12.0% | +3.3% |
| 3Y | +140.6% | +65.3% | +75.3% | +23.1% |
| 5Y | +273.5% | +76.6% | +196.9% | +73.6% |
| 10Y | +334.2% | +203.9% | +130.3% | -3.9% |
| All | +722.1% | +492.8% | +229.3% | -22.8% |
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