+274.6%
SWK vs VYM
+477.4%
-202.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +11.0% | -2.8% | +13.9% | +15.6% |
| 30D | +30.1% | +1.0% | +29.0% | +28.5% |
| 3M | +14.7% | -2.9% | +17.6% | +19.6% |
| 6M | +44.5% | +2.6% | +41.9% | +40.4% |
| YTD | +59.4% | +12.8% | +46.6% | +37.3% |
| 1Y | +77.5% | +16.8% | +60.8% | +46.4% |
| 3Y | +49.5% | +66.9% | -17.4% | -20.1% |
| 5Y | -24.9% | +66.5% | -91.4% | -58.9% |
| 10Y | +31.8% | +207.8% | -176.1% | -64.4% |
| All | +274.6% | +477.4% | -202.8% | -51.4% |
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