-35.9%
WU vs VYM
+484.2%
-520.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -5.0% | -1.9% | -3.1% | -3.1% |
| 30D | -2.3% | -2.6% | +0.3% | +0.4% |
| 3M | -3.2% | +3.6% | -6.8% | -6.5% |
| 6M | -25.0% | +8.7% | -33.7% | -31.0% |
| YTD | -21.7% | +14.1% | -35.8% | -31.5% |
| 1Y | -9.0% | +17.8% | -26.8% | -22.9% |
| 3Y | -28.9% | +64.5% | -93.4% | -57.1% |
| 5Y | -51.0% | +77.5% | -128.6% | -72.6% |
| 10Y | -40.1% | +206.1% | -246.2% | -81.2% |
| All | -35.9% | +484.2% | -520.1% | -90.5% |
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