+284.1%
SHW vs VFC
-69.4%
+353.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | -11.4% | -13.4% | +2.0% | -8.6% |
| 3M | +3.5% | -23.7% | +27.2% | +9.3% |
| 6M | -3.4% | -24.5% | +21.1% | +2.0% |
| YTD | -0.3% | -27.8% | +27.5% | +5.8% |
| 1Y | -10.4% | -13.5% | +3.0% | -9.3% |
| 3Y | +21.3% | -27.1% | +48.4% | +15.7% |
| 5Y | +12.9% | -79.0% | +91.9% | +51.6% |
| 10Y | +284.1% | -68.7% | +352.8% | +340.0% |
| All | +284.1% | -69.4% | +353.5% | +340.0% |
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