+3,938.1%
SHW vs VO
+827.2%
+3,110.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -3.2% | -0.3% | -3.0% | -3.0% |
| 30D | -9.5% | -0.3% | -9.2% | -9.3% |
| 3M | +11.5% | +2.9% | +8.5% | +9.0% |
| 6M | -3.5% | +9.3% | -12.9% | -9.9% |
| YTD | +3.7% | +14.2% | -10.5% | -6.4% |
| 1Y | -7.9% | +15.3% | -23.2% | -17.6% |
| 3Y | +24.7% | +56.2% | -31.5% | -12.2% |
| 5Y | +13.6% | +42.4% | -28.9% | -14.3% |
| 10Y | +283.0% | +194.7% | +88.2% | +64.4% |
| All | +3,938.1% | +827.2% | +3,110.9% | +642.7% |
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