+337.7%
SHW vs VCLT
+21.5%
+316.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.9% | -2.3% | +4.2% | +3.3% |
| 30D | +8.1% | +0.8% | +7.3% | +7.7% |
| 3M | -2.8% | -2.7% | -0.1% | -1.1% |
| 6M | +15.0% | -4.3% | +19.3% | +18.4% |
| YTD | +9.0% | -4.3% | +13.3% | +12.3% |
| 1Y | +4.5% | -4.4% | +8.8% | +7.7% |
| 3Y | +41.9% | +13.8% | +28.1% | +34.0% |
| 5Y | +10.7% | -17.0% | +27.7% | +16.4% |
| All | +337.7% | +21.5% | +316.1% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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