+1,639.1%
WPM vs VYM
+487.3%
+1,151.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +3.9% | -1.0% | +4.9% | +4.6% |
| 30D | +17.7% | -2.0% | +19.7% | +19.4% |
| 3M | +39.4% | +3.1% | +36.4% | +36.7% |
| 6M | +6.4% | +8.9% | -2.5% | +0.8% |
| YTD | +34.0% | +14.7% | +19.2% | +22.5% |
| 1Y | +50.5% | +19.4% | +31.1% | +34.0% |
| 3Y | +280.3% | +65.4% | +214.9% | +168.7% |
| 5Y | +266.3% | +77.6% | +188.8% | +145.7% |
| 10Y | +550.8% | +207.8% | +343.0% | +164.4% |
| All | +1,639.1% | +487.3% | +1,151.8% | +302.5% |
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 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