+284.7%
SHW vs VCIT
+29.2%
+255.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -3.2% | -0.3% | -2.9% | -2.8% |
| 30D | -9.5% | -0.8% | -8.8% | -8.6% |
| 3M | +11.5% | -1.0% | +12.5% | +13.1% |
| 6M | -3.5% | -1.8% | -1.7% | -1.0% |
| YTD | +3.7% | -0.7% | +4.4% | +5.0% |
| 1Y | -7.9% | +1.0% | -8.9% | -8.4% |
| 3Y | +24.7% | +18.8% | +5.9% | +4.5% |
| 5Y | +13.6% | +3.5% | +10.1% | +3.0% |
| All | +284.7% | +29.2% | +255.5% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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