+1,976.9%
SHW vs VCIT
+96.6%
+1,880.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | +5.7% | +0.5% | +5.3% | +5.3% |
| 30D | +8.7% | +2.1% | +6.6% | +6.9% |
| 3M | -5.4% | -1.6% | -3.8% | -4.1% |
| 6M | +12.2% | -1.6% | +13.8% | +13.9% |
| YTD | +8.5% | -1.5% | +10.0% | +10.2% |
| 1Y | +4.9% | -0.4% | +5.3% | +5.7% |
| 3Y | +42.8% | +19.6% | +23.3% | +28.1% |
| 5Y | +14.5% | +3.3% | +11.2% | +5.9% |
| 10Y | +373.0% | +28.9% | +344.1% | +351.0% |
| All | +1,976.9% | +96.6% | +1,880.2% | +2,528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling