+888.2%
WMT vs VYM
+484.2%
+404.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -1.4% |
| 30D | -6.4% | -2.6% | -3.8% | -5.0% |
| 3M | -12.1% | +3.6% | -15.7% | -13.8% |
| 6M | -15.0% | +8.7% | -23.6% | -18.9% |
| YTD | -4.5% | +14.1% | -18.6% | -11.5% |
| 1Y | +6.2% | +17.8% | -11.6% | -3.4% |
| 3Y | +99.9% | +64.5% | +35.4% | +50.0% |
| 5Y | +131.4% | +77.5% | +53.9% | +65.5% |
| 10Y | +433.2% | +206.1% | +227.1% | +174.4% |
| All | +888.2% | +484.2% | +404.0% | +262.3% |
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 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