+273.5%
SHW vs VCLT
+17.0%
+256.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -4.5% | -1.3% | -3.2% | -3.7% |
| 30D | -12.7% | -1.1% | -11.6% | -12.1% |
| 3M | +4.7% | -3.7% | +8.4% | +7.2% |
| 6M | -3.4% | -4.0% | +0.6% | -0.8% |
| YTD | -1.3% | -3.4% | +2.0% | +1.0% |
| 1Y | -10.4% | -4.1% | -6.2% | -7.8% |
| 3Y | +20.1% | +11.0% | +9.1% | +14.6% |
| 5Y | +10.5% | -17.0% | +27.5% | +15.7% |
| All | +273.5% | +17.0% | +256.5% | +276.9% |
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