+1,462.1%
WST vs VYM
+490.3%
+971.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -4.6% | -1.3% | -3.3% | -3.6% |
| 3M | +5.7% | +4.1% | +1.6% | +2.3% |
| 6M | +37.6% | +9.8% | +27.8% | +27.6% |
| YTD | +23.0% | +15.3% | +7.7% | +9.8% |
| 1Y | +33.8% | +20.0% | +13.8% | +15.8% |
| 3Y | -13.4% | +66.2% | -79.6% | -42.5% |
| 5Y | -27.0% | +77.5% | -104.5% | -53.8% |
| 10Y | +324.5% | +201.7% | +122.8% | +69.5% |
| All | +1,462.1% | +490.3% | +971.8% | +235.5% |
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