+15.0%
SHW vs VO
+43.2%
-28.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.7% |
| 30D | -11.6% | -1.1% | -10.5% | -10.7% |
| 3M | +9.1% | +4.5% | +4.6% | +5.0% |
| 6M | -0.7% | +11.1% | -11.7% | -9.4% |
| YTD | +1.4% | +13.5% | -12.2% | -9.3% |
| 1Y | -12.3% | +14.5% | -26.8% | -22.2% |
| 3Y | +23.4% | +58.1% | -34.7% | -17.7% |
| 5Y | +15.0% | +43.3% | -28.3% | -19.2% |
| All | +15.0% | +43.2% | -28.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling