-29.0%
WU vs VYM
+65.1%
-94.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.7% |
| 3M | -2.3% | +3.1% | -5.3% | -4.8% |
| 6M | -25.4% | +9.7% | -35.1% | -31.6% |
| YTD | -21.2% | +14.9% | -36.1% | -31.0% |
| 1Y | -8.9% | +17.6% | -26.4% | -22.1% |
| 3Y | -29.0% | +65.3% | -94.3% | -55.2% |
| All | -29.0% | +65.1% | -94.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling