-40.4%
WU vs VYM
+209.2%
-249.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -3.5% | -0.8% | -2.7% | -2.7% |
| 30D | -2.9% | -2.2% | -0.7% | -0.8% |
| 3M | -2.3% | +3.1% | -5.3% | -4.8% |
| 6M | -25.4% | +9.7% | -35.1% | -31.5% |
| YTD | -21.2% | +14.9% | -36.1% | -30.8% |
| 1Y | -8.9% | +17.6% | -26.4% | -21.7% |
| 3Y | -29.0% | +65.3% | -94.3% | -55.7% |
| 5Y | -50.7% | +78.7% | -129.5% | -71.2% |
| All | -40.4% | +209.2% | -249.5% | -78.9% |
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 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