-25.3%
SWK vs VYM
+66.0%
-91.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.4% |
| 7D | +11.0% | -2.8% | +13.9% | +16.8% |
| 30D | +30.1% | +1.0% | +29.0% | +28.0% |
| 3M | +14.7% | -2.9% | +17.6% | +20.9% |
| 6M | +44.5% | +2.6% | +41.9% | +39.1% |
| YTD | +59.4% | +12.8% | +46.6% | +31.5% |
| 1Y | +77.5% | +16.8% | +60.8% | +38.6% |
| 3Y | +49.5% | +66.9% | -17.4% | -30.8% |
| All | -25.3% | +66.0% | -91.3% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling