+21,505.5%
SHW vs VMC
+3,476.8%
+18,028.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.7% |
| 7D | +0.7% | -1.7% | +2.4% | +1.3% |
| 30D | +8.4% | +15.3% | -6.8% | +3.0% |
| 3M | -2.2% | +0.3% | -2.5% | -2.2% |
| 6M | +13.3% | +0.9% | +12.5% | +13.0% |
| YTD | +9.2% | -1.0% | +10.2% | +9.5% |
| 1Y | +2.9% | -4.3% | +7.2% | +4.4% |
| 3Y | +41.1% | +35.3% | +5.8% | +25.2% |
| 5Y | +11.0% | +44.4% | -33.4% | -4.4% |
| 10Y | +341.2% | +128.0% | +213.2% | +202.9% |
| All | +21,505.5% | +3,476.8% | +18,028.7% | +5,071.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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