+182.7%
SW vs VYM
+203.9%
-21.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +2.3% | -2.8% | +5.2% | +4.2% |
| 30D | +6.8% | +1.0% | +5.7% | +6.1% |
| 3M | -5.2% | -2.9% | -2.3% | -3.4% |
| 6M | +7.4% | +2.6% | +4.9% | +6.2% |
| YTD | +17.4% | +12.8% | +4.6% | +10.2% |
| 1Y | +27.1% | +16.8% | +10.3% | +17.2% |
| 3Y | +47.9% | +66.9% | -19.0% | +16.6% |
| 5Y | -2.6% | +66.5% | -69.1% | -23.6% |
| All | +182.7% | +203.9% | -21.2% | +80.6% |
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