+11.0%
SHW vs VCLT
-17.0%
+27.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | 0.0% |
| 7D | +0.7% | -1.9% | +2.6% | +2.5% |
| 30D | +8.4% | +1.4% | +7.0% | +7.2% |
| 3M | -2.2% | -1.8% | -0.5% | -0.5% |
| 6M | +13.3% | -3.9% | +17.2% | +17.8% |
| YTD | +9.2% | -3.9% | +13.1% | +13.7% |
| 1Y | +2.9% | -4.7% | +7.6% | +7.9% |
| 3Y | +41.1% | +14.1% | +27.0% | +28.1% |
| 5Y | +11.0% | -16.6% | +27.6% | +16.8% |
| All | +11.0% | -17.0% | +27.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling