+19.1%
SHW vs VGT
+121.2%
-102.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -4.5% | -1.0% | -3.4% | -4.1% |
| 30D | -12.7% | -0.4% | -12.2% | -12.6% |
| 3M | +4.7% | +6.6% | -1.9% | +2.1% |
| 6M | -3.4% | +31.0% | -34.5% | -13.4% |
| YTD | -1.3% | +27.2% | -28.6% | -10.7% |
| 1Y | -10.4% | +34.5% | -44.8% | -21.0% |
| All | +19.1% | +121.2% | -102.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling