+4,199.8%
SHW vs VO
+822.0%
+3,377.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.2% | -0.2% | +4.4% | +4.5% |
| 30D | +11.3% | +0.5% | +10.8% | +11.0% |
| 3M | -1.8% | -1.1% | -0.7% | -0.8% |
| 6M | +12.7% | +6.4% | +6.3% | +7.5% |
| YTD | +10.4% | +13.5% | -3.1% | +0.2% |
| 1Y | +4.7% | +13.6% | -8.9% | -5.0% |
| 3Y | +42.7% | +65.2% | -22.5% | -3.8% |
| 5Y | +14.5% | +37.7% | -23.2% | -11.2% |
| 10Y | +340.7% | +198.4% | +142.3% | +87.6% |
| All | +4,199.8% | +822.0% | +3,377.8% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling