+10.5%
SHW vs VIVK
-100.0%
+110.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -4.5% | -9.5% | +5.0% | -4.5% |
| 30D | -12.7% | -35.1% | +22.4% | -12.7% |
| 3M | +4.7% | -93.4% | +98.1% | +5.3% |
| 6M | -3.4% | -98.0% | +94.5% | -2.5% |
| YTD | -1.3% | -97.9% | +96.5% | -0.5% |
| 1Y | -10.4% | -100.0% | +89.6% | -8.9% |
| 3Y | +20.1% | -100.0% | +120.1% | +21.5% |
| 5Y | +10.5% | -100.0% | +110.5% | +10.6% |
| All | +10.5% | -100.0% | +110.5% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling