+346.7%
SHW vs VFC
-47.4%
+394.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +11.1% | +30.7% | -19.6% | +4.8% |
| 3M | -2.2% | +40.6% | -42.8% | -9.2% |
| 6M | +14.3% | +16.5% | -2.1% | +10.0% |
| YTD | +10.6% | +16.2% | -5.6% | +5.8% |
| 1Y | +4.1% | +42.4% | -38.4% | -4.7% |
| 3Y | +42.9% | +48.1% | -5.2% | +16.8% |
| 5Y | +14.2% | -67.8% | +82.0% | +40.5% |
| 10Y | +346.7% | -48.5% | +395.2% | +369.9% |
| All | +346.7% | -47.4% | +394.2% | +369.9% |
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