+730.4%
SW vs VYM
+491.4%
+238.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | +4.7% | -3.0% | +7.7% | +5.7% |
| 30D | +5.0% | +0.9% | +4.1% | +4.7% |
| 3M | -7.3% | -2.7% | -4.6% | -6.5% |
| 6M | +15.0% | +3.4% | +11.6% | +14.1% |
| YTD | +18.5% | +13.3% | +5.2% | +14.7% |
| 1Y | +27.1% | +17.0% | +10.1% | +22.1% |
| 3Y | +49.3% | +67.0% | -17.7% | +32.8% |
| 5Y | -1.6% | +67.3% | -68.9% | -12.7% |
| 10Y | +185.4% | +209.2% | -23.8% | +130.1% |
| All | +730.4% | +491.4% | +238.9% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling