+284.1%
SHW vs VO
+193.0%
+91.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.9% |
| 7D | -3.2% | -0.6% | -2.6% | -2.7% |
| 30D | -11.4% | -1.9% | -9.5% | -9.8% |
| 3M | +3.5% | +3.3% | +0.2% | +0.7% |
| 6M | -3.4% | +9.7% | -13.0% | -10.8% |
| YTD | -0.3% | +12.6% | -12.9% | -10.2% |
| 1Y | -10.4% | +13.6% | -24.1% | -20.0% |
| 3Y | +21.3% | +56.8% | -35.5% | -18.8% |
| 5Y | +12.9% | +42.3% | -29.4% | -18.3% |
| 10Y | +284.1% | +199.2% | +84.9% | +30.6% |
| All | +284.1% | +193.0% | +91.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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