+4,231.1%
SHW vs VO
+822.3%
+3,408.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +1.8% |
| 7D | +1.6% | -0.1% | +1.7% | +1.8% |
| 30D | +12.1% | +0.5% | +11.6% | +11.8% |
| 3M | -3.0% | -1.0% | -1.9% | -2.0% |
| 6M | +13.5% | +6.4% | +7.1% | +8.3% |
| YTD | +11.2% | +13.6% | -2.3% | +0.9% |
| 1Y | +6.2% | +14.5% | -8.3% | -4.3% |
| 3Y | +45.6% | +67.2% | -21.6% | -2.7% |
| 5Y | +15.6% | +36.1% | -20.5% | -9.5% |
| 10Y | +356.5% | +199.3% | +157.1% | +93.9% |
| All | +4,231.1% | +822.3% | +3,408.8% | +700.9% |
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