+346.7%
SHW vs VCIT
+30.9%
+315.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -1.5% |
| 30D | +11.1% | +1.5% | +9.6% | +9.2% |
| 3M | -2.2% | -1.0% | -1.2% | -0.9% |
| 6M | +14.3% | -1.7% | +16.0% | +17.1% |
| YTD | +10.6% | -1.4% | +11.9% | +13.0% |
| 1Y | +4.1% | -0.9% | +5.0% | +5.9% |
| 3Y | +42.9% | +19.8% | +23.1% | +18.9% |
| 5Y | +14.2% | +4.6% | +9.6% | +3.4% |
| 10Y | +346.7% | +31.5% | +315.2% | +309.0% |
| All | +346.7% | +30.9% | +315.8% | +309.0% |
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