+3,845.9%
SHW vs VGT
+2,279.6%
+1,566.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.2% | +1.8% | -3.0% | -2.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | +9.1% | +3.4% | +5.7% | +6.0% |
| 6M | -0.7% | +35.0% | -35.6% | -18.9% |
| YTD | +1.4% | +28.8% | -27.4% | -15.1% |
| 1Y | -12.3% | +38.0% | -50.3% | -30.1% |
| 3Y | +23.4% | +125.8% | -102.4% | -31.0% |
| 5Y | +15.0% | +134.7% | -119.7% | -39.2% |
| 10Y | +278.3% | +792.6% | -514.3% | -23.4% |
| All | +3,845.9% | +2,279.6% | +1,566.3% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VGT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling