+19.6%
SW vs VYM
+65.4%
-45.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.5% | -4.0% | -3.7% |
| 3M | +9.4% | +3.0% | +6.4% | +5.3% |
| 6M | +3.5% | +8.2% | -4.7% | -6.9% |
| YTD | +22.0% | +15.8% | +6.2% | +0.5% |
| 1Y | +2.2% | +20.8% | -18.6% | -20.1% |
| All | +19.6% | +65.4% | -45.8% | -30.5% |
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 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