+22.2%
SWK vs VYM
+205.6%
-183.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +3.7% | -5.0% | -6.8% |
| 30D | +25.5% | +3.7% | +21.8% | +18.8% |
| 3M | +11.8% | -0.7% | +12.5% | +13.2% |
| 6M | +48.7% | +7.2% | +41.5% | +34.2% |
| YTD | +57.2% | +16.9% | +40.2% | +25.0% |
| 1Y | +75.3% | +19.6% | +55.7% | +35.0% |
| 3Y | +51.9% | +74.6% | -22.6% | -30.9% |
| 5Y | -30.7% | +72.3% | -103.1% | -67.3% |
| All | +22.2% | +205.6% | -183.5% | -71.6% |
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