-2.6%
SW vs VYM
+66.0%
-68.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | +2.3% | -2.8% | +5.2% | +5.3% |
| 30D | +6.8% | +1.0% | +5.7% | +5.7% |
| 3M | -5.2% | -2.9% | -2.3% | -2.3% |
| 6M | +7.4% | +2.6% | +4.9% | +5.4% |
| YTD | +17.4% | +12.8% | +4.6% | +6.2% |
| 1Y | +27.1% | +16.8% | +10.3% | +11.8% |
| 3Y | +47.9% | +66.9% | -19.0% | +6.2% |
| All | -2.6% | +66.0% | -68.6% | -30.7% |
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