+20,418.4%
SHW vs VSH
+1,674.8%
+18,743.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.3% |
| 7D | -3.2% | +4.1% | -7.3% | -3.9% |
| 30D | -9.5% | -4.2% | -5.4% | -9.1% |
| 3M | +11.5% | -50.0% | +61.4% | +23.3% |
| 6M | -3.5% | +80.2% | -83.7% | -16.6% |
| YTD | +3.7% | +121.1% | -117.4% | -14.0% |
| 1Y | -7.9% | +112.0% | -119.9% | -23.4% |
| 3Y | +24.7% | +22.5% | +2.2% | +11.4% |
| 5Y | +13.6% | +64.0% | -50.5% | -4.6% |
| 10Y | +283.0% | +170.4% | +112.6% | +186.1% |
| All | +20,418.4% | +1,674.8% | +18,743.6% | +9,166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling