+179.3%
WSM vs VYM
+77.5%
+101.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | 0.0% |
| 7D | -0.5% | -0.8% | +0.3% | +0.8% |
| 30D | -7.7% | -2.2% | -5.5% | -4.3% |
| 3M | +3.8% | +3.1% | +0.7% | -1.0% |
| 6M | +22.7% | +9.7% | +13.0% | +6.1% |
| YTD | +28.0% | +14.9% | +13.1% | +3.4% |
| 1Y | +12.7% | +17.6% | -4.8% | -12.1% |
| 3Y | +231.3% | +65.3% | +166.0% | +54.5% |
| All | +179.3% | +77.5% | +101.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling