+428.1%
WMT vs VYM
+209.2%
+218.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | -7.4% | -2.2% | -5.2% | -6.1% |
| 3M | -10.9% | +3.1% | -13.9% | -12.4% |
| 6M | -12.7% | +9.7% | -22.4% | -17.3% |
| YTD | -3.2% | +14.9% | -18.1% | -10.7% |
| 1Y | +5.3% | +17.6% | -12.3% | -4.3% |
| 3Y | +101.9% | +65.3% | +36.6% | +50.3% |
| 5Y | +134.6% | +78.7% | +55.8% | +66.2% |
| All | +428.1% | +209.2% | +218.9% | +167.3% |
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