+214.9%
SWK vs VYM
+492.8%
-278.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.7% | -0.5% | -5.2% | -5.0% |
| 3M | +24.1% | +3.0% | +21.0% | +19.6% |
| 6M | +24.7% | +8.2% | +16.5% | +13.0% |
| YTD | +33.9% | +15.8% | +18.1% | +11.2% |
| 1Y | +34.7% | +20.8% | +13.8% | +6.2% |
| 3Y | +15.3% | +65.3% | -50.0% | -37.8% |
| 5Y | -39.3% | +76.6% | -115.9% | -69.3% |
| 10Y | +2.5% | +203.9% | -201.4% | -72.1% |
| All | +214.9% | +492.8% | -278.0% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling