+1.0%
SHW vs VG
-50.2%
+51.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +4.1% |
| 7D | +1.6% | -8.3% | +9.9% | +1.1% |
| 30D | +12.1% | -10.3% | +22.4% | +11.5% |
| 3M | -3.0% | -10.8% | +7.8% | -3.4% |
| 6M | +13.5% | +3.5% | +10.1% | +13.6% |
| YTD | +11.2% | +74.0% | -62.7% | +8.4% |
| 1Y | +6.2% | +48.9% | -42.7% | +3.9% |
| All | +1.0% | -50.2% | +51.2% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling