+147.8%
SW vs VYM
+203.5%
-55.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.5% | -4.0% | -4.2% |
| 3M | +9.4% | +3.0% | +6.4% | +7.7% |
| 6M | +3.5% | +8.2% | -4.7% | -0.8% |
| YTD | +22.0% | +15.8% | +6.2% | +12.7% |
| 1Y | +2.2% | +20.8% | -18.6% | -7.6% |
| 3Y | +19.6% | +65.3% | -45.7% | -5.9% |
| 5Y | -2.3% | +76.6% | -78.9% | -25.7% |
| All | +147.8% | +203.5% | -55.7% | +50.3% |
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