+1,043.3%
WSM vs VYM
+209.2%
+834.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.3% |
| 7D | -0.5% | -0.8% | +0.3% | +0.5% |
| 30D | -7.7% | -2.2% | -5.5% | -5.0% |
| 3M | +3.8% | +3.1% | +0.7% | 0.0% |
| 6M | +22.7% | +9.7% | +13.0% | +9.5% |
| YTD | +28.0% | +14.9% | +13.1% | +8.2% |
| 1Y | +12.7% | +17.6% | -4.8% | -7.2% |
| 3Y | +231.3% | +65.3% | +166.0% | +84.0% |
| 5Y | +177.2% | +78.7% | +98.5% | +45.1% |
| All | +1,043.3% | +209.2% | +834.2% | +248.8% |
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 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