+362.6%
SHW vs VCIT
+29.0%
+333.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.3% |
| 7D | +5.7% | +0.5% | +5.3% | +5.1% |
| 30D | +8.7% | +2.1% | +6.6% | +6.0% |
| 3M | -5.4% | -1.6% | -3.8% | -3.4% |
| 6M | +12.2% | -1.6% | +13.8% | +14.8% |
| YTD | +8.5% | -1.5% | +10.0% | +11.0% |
| 1Y | +4.9% | -0.4% | +5.3% | +6.0% |
| 3Y | +42.8% | +19.6% | +23.3% | +19.4% |
| 5Y | +14.5% | +3.3% | +11.2% | +4.4% |
| All | +362.6% | +29.0% | +333.7% | +327.8% |
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