-24.0%
WST vs VYM
+75.8%
-99.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.7% |
| 7D | +0.4% | -1.9% | +2.3% | +2.2% |
| 30D | -2.0% | -2.6% | +0.6% | +0.4% |
| 3M | +4.1% | +3.6% | +0.5% | +0.5% |
| 6M | +47.4% | +8.7% | +38.8% | +35.9% |
| YTD | +25.4% | +14.1% | +11.3% | +10.6% |
| 1Y | +35.3% | +17.8% | +17.5% | +15.9% |
| 3Y | -11.7% | +64.5% | -76.2% | -46.2% |
| 5Y | -24.0% | +77.5% | -101.5% | -55.4% |
| All | -24.0% | +75.8% | -99.8% | -55.4% |
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