+10.5%
SHW vs VIAV
+128.3%
-117.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | -4.5% | +11.2% | -15.7% | -5.6% |
| 30D | -12.7% | -2.6% | -10.1% | -12.8% |
| 3M | +4.7% | -20.1% | +24.8% | +6.2% |
| 6M | -3.4% | +25.8% | -29.3% | -10.0% |
| YTD | -1.3% | +109.9% | -111.2% | -17.0% |
| 1Y | -10.4% | +214.3% | -224.6% | -31.0% |
| 3Y | +20.1% | +281.6% | -261.5% | -14.0% |
| 5Y | +10.5% | +132.6% | -122.1% | -10.8% |
| All | +10.5% | +128.3% | -117.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling