+340.7%
SHW vs VFC
-46.8%
+387.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +4.2% | +3.5% | +0.8% | +3.5% |
| 30D | +11.3% | +38.3% | -27.0% | +3.7% |
| 3M | -1.8% | +40.2% | -42.0% | -8.8% |
| 6M | +12.7% | +10.6% | +2.1% | +9.5% |
| YTD | +10.4% | +16.7% | -6.3% | +5.6% |
| 1Y | +4.7% | +45.0% | -40.3% | -4.5% |
| 3Y | +42.7% | +48.8% | -6.1% | +16.6% |
| 5Y | +14.5% | -67.6% | +82.1% | +40.6% |
| 10Y | +340.7% | -47.5% | +388.3% | +362.2% |
| All | +340.7% | -46.8% | +387.5% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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