+51.9%
SWK vs VYM
+74.7%
-22.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +3.7% | -5.0% | -8.3% |
| 30D | +25.5% | +3.7% | +21.8% | +16.9% |
| 3M | +11.8% | -0.7% | +12.5% | +13.5% |
| 6M | +48.7% | +7.2% | +41.5% | +30.0% |
| YTD | +57.2% | +16.9% | +40.2% | +16.6% |
| 1Y | +75.3% | +19.6% | +55.7% | +24.7% |
| 3Y | +51.9% | +74.6% | -22.6% | -49.6% |
| All | +51.9% | +74.7% | -22.8% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling