+37.8%
SHW vs VLTO
+54.8%
-17.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +3.5% | +5.4% | -1.9% | +1.1% |
| 30D | +9.2% | +22.3% | -13.1% | -0.2% |
| 3M | -5.1% | +19.6% | -24.7% | -12.4% |
| 6M | +6.8% | +35.2% | -28.3% | -6.4% |
| YTD | +7.0% | +17.9% | -10.9% | -1.3% |
| 1Y | +4.1% | +19.5% | -15.4% | -4.7% |
| 3Y | +41.1% | +73.9% | -32.8% | +15.3% |
| All | +37.8% | +54.8% | -17.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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