+356.1%
SHW vs VCIT
+28.8%
+327.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | +9.2% | +1.9% | +7.3% | +6.8% |
| 3M | -5.1% | -1.4% | -3.7% | -3.3% |
| 6M | +6.8% | -2.1% | +9.0% | +10.0% |
| YTD | +7.0% | -1.6% | +8.6% | +9.6% |
| 1Y | +4.1% | -0.9% | +5.0% | +5.8% |
| 3Y | +41.1% | +20.0% | +21.1% | +17.5% |
| 5Y | +12.9% | +3.1% | +9.7% | +3.1% |
| All | +356.1% | +28.8% | +327.3% | +322.4% |
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