+29.5%
SWK vs VYM
+208.3%
-178.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | -0.7% |
| 7D | +10.7% | -0.7% | +11.4% | +12.0% |
| 30D | +33.3% | +2.5% | +30.8% | +28.6% |
| 3M | +14.7% | -1.2% | +15.9% | +17.1% |
| 6M | +48.5% | +5.9% | +42.6% | +36.6% |
| YTD | +63.9% | +15.4% | +48.5% | +33.2% |
| 1Y | +80.4% | +18.8% | +61.6% | +40.4% |
| 3Y | +58.1% | +73.8% | -15.7% | -27.5% |
| 5Y | -24.5% | +70.5% | -94.9% | -63.7% |
| 10Y | +29.5% | +203.2% | -173.7% | -69.9% |
| All | +29.5% | +208.3% | -178.9% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling