+2,574.1%
SHW vs VIG
+655.8%
+1,918.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +3.5% | -1.8% | -1.8% |
| 30D | +7.8% | +4.9% | +2.9% | +2.8% |
| 3M | -3.0% | +2.5% | -5.5% | -5.2% |
| 6M | +14.8% | +11.0% | +3.8% | +3.6% |
| YTD | +8.8% | +16.0% | -7.2% | -5.9% |
| 1Y | +4.2% | +17.5% | -13.3% | -11.0% |
| 3Y | +41.5% | +67.0% | -25.5% | -15.3% |
| 5Y | +10.5% | +64.8% | -54.3% | -32.4% |
| 10Y | +339.4% | +263.6% | +75.8% | +23.5% |
| All | +2,574.1% | +655.8% | +1,918.3% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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