+280.4%
SHW vs VIAV
+419.4%
-139.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.2% |
| 7D | -3.1% | +11.2% | -14.3% | -5.2% |
| 30D | -10.0% | -10.1% | +0.1% | -8.7% |
| 3M | +2.3% | -22.9% | +25.1% | +5.3% |
| 6M | +0.7% | +28.8% | -28.1% | -9.6% |
| YTD | +0.5% | +117.5% | -117.0% | -22.1% |
| 1Y | -11.5% | +216.1% | -227.5% | -38.7% |
| 3Y | +21.3% | +292.2% | -270.9% | -23.9% |
| 5Y | +12.5% | +141.0% | -128.5% | -19.8% |
| All | +280.4% | +419.4% | -139.0% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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