+1,860.5%
SHW vs VIVK
-100.0%
+1,960.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -9.9% | -2.3% |
| 7D | -1.2% | +13.1% | -14.2% | -1.2% |
| 30D | -11.6% | -29.7% | +18.1% | -11.6% |
| 3M | +9.1% | -93.0% | +102.1% | +9.1% |
| 6M | -0.7% | -98.0% | +97.3% | -0.7% |
| YTD | +1.4% | -97.8% | +99.1% | +1.3% |
| 1Y | -12.3% | -100.0% | +87.7% | -12.3% |
| 3Y | +23.4% | -100.0% | +123.3% | +23.3% |
| 5Y | +15.0% | -100.0% | +115.0% | +14.9% |
| 10Y | +278.3% | -100.0% | +378.3% | +280.2% |
| All | +1,860.5% | -100.0% | +1,960.5% | +1,958.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling