+81.9%
WY vs VYM
+488.1%
-406.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.1% |
| 30D | -10.1% | -2.2% | -7.8% | -7.3% |
| 3M | -8.5% | +3.1% | -11.6% | -12.1% |
| 6M | -3.3% | +9.7% | -13.1% | -14.7% |
| YTD | -4.4% | +14.9% | -19.3% | -20.8% |
| 1Y | -11.5% | +17.6% | -29.0% | -29.0% |
| 3Y | -24.3% | +65.3% | -89.6% | -61.9% |
| 5Y | -21.3% | +78.7% | -100.0% | -64.3% |
| 10Y | +7.0% | +208.2% | -201.2% | -75.2% |
| All | +81.9% | +488.1% | -406.2% | -81.0% |
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