+48.2%
SW vs VYM
+71.9%
-23.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -3.2% |
| 7D | +1.8% | -0.7% | +2.5% | +2.7% |
| 30D | +7.0% | +2.5% | +4.5% | +2.8% |
| 3M | -7.6% | -1.2% | -6.4% | -6.0% |
| 6M | +8.5% | +5.9% | +2.6% | +0.1% |
| YTD | +17.7% | +15.4% | +2.3% | -3.5% |
| 1Y | +27.1% | +18.8% | +8.2% | +0.2% |
| 3Y | +48.2% | +73.8% | -25.6% | -16.1% |
| All | +48.2% | +71.9% | -23.7% | -16.1% |
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