+9,197.5%
SHW vs VIAV
+3,306.1%
+5,891.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.2% | -13.4% | -3.4% |
| 7D | -1.2% | +11.3% | -12.5% | -2.4% |
| 30D | -11.6% | -1.0% | -10.6% | -11.8% |
| 3M | +9.1% | -20.5% | +29.6% | +10.4% |
| 6M | -0.7% | +39.0% | -39.7% | -6.1% |
| YTD | +1.4% | +117.5% | -116.1% | -9.4% |
| 1Y | -12.3% | +233.8% | -246.0% | -25.5% |
| 3Y | +23.4% | +295.4% | -272.0% | +1.5% |
| 5Y | +15.0% | +134.3% | -119.3% | -0.6% |
| 10Y | +278.3% | +398.7% | -120.4% | +200.2% |
| All | +9,197.5% | +3,306.1% | +5,891.4% | +5,203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling