-3.2%
SWK vs VYM
+207.1%
-210.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.9% |
| 7D | -6.7% | -1.9% | -4.9% | -3.9% |
| 30D | -13.5% | -2.6% | -10.9% | -9.8% |
| 3M | +16.2% | +3.6% | +12.6% | +10.5% |
| 6M | +22.7% | +8.7% | +14.0% | +8.8% |
| YTD | +23.8% | +14.1% | +9.7% | +2.2% |
| 1Y | +20.9% | +17.8% | +3.1% | -4.4% |
| 3Y | +10.6% | +64.5% | -53.9% | -45.0% |
| 5Y | -42.5% | +77.5% | -120.0% | -73.9% |
| All | -3.2% | +207.1% | -210.3% | -77.3% |
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