+280.4%
SHW vs VSH
+196.4%
+84.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +0.4% |
| 7D | -3.1% | +4.8% | -7.9% | -4.2% |
| 30D | -10.0% | -0.7% | -9.3% | -10.1% |
| 3M | +2.3% | -43.1% | +45.3% | +14.1% |
| 6M | +0.7% | +91.8% | -91.1% | -21.6% |
| YTD | +0.5% | +131.6% | -131.1% | -26.4% |
| 1Y | -11.5% | +118.1% | -129.6% | -34.6% |
| 3Y | +21.3% | +40.9% | -19.6% | -2.2% |
| 5Y | +12.5% | +75.8% | -63.2% | -17.4% |
| All | +280.4% | +196.4% | +84.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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