-2.3%
SW vs VYM
+76.8%
-79.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.5% | -4.0% | -4.0% |
| 3M | +9.4% | +3.0% | +6.4% | +6.7% |
| 6M | +3.5% | +8.2% | -4.7% | -3.3% |
| YTD | +22.0% | +15.8% | +6.2% | +7.7% |
| 1Y | +2.2% | +20.8% | -18.6% | -12.7% |
| 3Y | +19.6% | +65.3% | -45.7% | -14.8% |
| All | -2.3% | +76.8% | -79.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling