+12.9%
SHW vs VEU
+56.2%
-43.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -11.4% | +0.7% | -12.1% | -11.8% |
| 3M | +3.5% | +4.7% | -1.2% | -0.2% |
| 6M | -3.4% | +11.6% | -15.0% | -11.5% |
| YTD | -0.3% | +16.8% | -17.1% | -12.0% |
| 1Y | -10.4% | +24.9% | -35.3% | -24.9% |
| 3Y | +21.3% | +75.7% | -54.4% | -22.3% |
| 5Y | +12.9% | +56.1% | -43.3% | -23.0% |
| All | +12.9% | +56.2% | -43.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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