+356.5%
SHW vs VCIT
+30.2%
+326.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +4.0% | +3.9% |
| 7D | +1.6% | +0.7% | +0.8% | +0.7% |
| 30D | +12.1% | +1.8% | +10.3% | +9.7% |
| 3M | -3.0% | -1.1% | -1.8% | -1.5% |
| 6M | +13.5% | -1.7% | +15.2% | +16.2% |
| YTD | +11.2% | -1.1% | +12.4% | +13.3% |
| 1Y | +6.2% | -0.4% | +6.6% | +7.3% |
| 3Y | +45.6% | +20.5% | +25.2% | +20.5% |
| 5Y | +15.6% | +3.8% | +11.8% | +4.9% |
| 10Y | +356.5% | +31.2% | +325.3% | +318.5% |
| All | +356.5% | +30.2% | +326.2% | +318.5% |
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