+23.4%
SHW vs VSH
+32.2%
-8.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -1.2% | +6.2% | -7.4% | -1.9% |
| 30D | -11.6% | -11.1% | -0.5% | -10.4% |
| 3M | +9.1% | -44.9% | +54.0% | +17.3% |
| 6M | -0.7% | +90.0% | -90.6% | -18.1% |
| YTD | +1.4% | +118.8% | -117.4% | -19.4% |
| 1Y | -12.3% | +109.0% | -121.3% | -30.0% |
| 3Y | +23.4% | +35.6% | -12.3% | +9.6% |
| All | +23.4% | +32.2% | -8.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling