+4.5%
SHW vs VG
+63.8%
-59.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | +1.9% | +14.0% | -12.0% | +4.2% |
| 30D | +8.1% | -1.0% | +9.0% | +8.4% |
| 3M | -2.8% | -2.7% | -0.1% | -2.5% |
| 6M | +15.0% | +1.5% | +13.6% | +17.5% |
| YTD | +9.0% | +93.7% | -84.7% | +8.7% |
| 1Y | +4.5% | +68.5% | -64.1% | +4.5% |
| All | +4.5% | +63.8% | -59.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling