+755.0%
SW vs VYM
+504.5%
+250.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | -0.5% | -4.0% | -4.4% |
| 3M | +9.4% | +3.0% | +6.4% | +8.6% |
| 6M | +3.5% | +8.2% | -4.7% | +1.4% |
| YTD | +22.0% | +15.8% | +6.2% | +17.3% |
| 1Y | +2.2% | +20.8% | -18.6% | -2.8% |
| 3Y | +19.6% | +65.3% | -45.7% | +6.3% |
| 5Y | -2.3% | +76.6% | -78.9% | -14.5% |
| 10Y | +181.4% | +203.9% | -22.5% | +125.9% |
| All | +755.0% | +504.5% | +250.5% | +604.5% |
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 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