+525.4%
WPM vs VYM
+209.2%
+316.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | +14.4% | -2.2% | +16.7% | +15.6% |
| 3M | +37.0% | +3.1% | +33.9% | +35.3% |
| 6M | +4.1% | +9.7% | -5.6% | +0.4% |
| YTD | +31.7% | +14.9% | +16.8% | +24.9% |
| 1Y | +44.2% | +17.6% | +26.6% | +35.6% |
| 3Y | +265.5% | +65.3% | +200.2% | +201.7% |
| 5Y | +262.5% | +78.7% | +183.8% | +192.9% |
| All | +525.4% | +209.2% | +316.3% | +295.3% |
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