+280.4%
SHW vs VIVK
-100.0%
+380.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +1.9% |
| 7D | -3.1% | -4.4% | +1.3% | -3.1% |
| 30D | -10.0% | -40.8% | +30.8% | -9.9% |
| 3M | +2.3% | -94.1% | +96.4% | +3.4% |
| 6M | +0.7% | -98.2% | +98.9% | +2.1% |
| YTD | +0.5% | -98.0% | +98.5% | +1.5% |
| 1Y | -11.5% | -100.0% | +88.5% | -9.1% |
| 3Y | +21.3% | -100.0% | +121.3% | +24.0% |
| 5Y | +12.5% | -100.0% | +112.5% | +15.0% |
| All | +280.4% | -100.0% | +380.4% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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