+21,748.4%
SHW vs VSH
+1,399.9%
+20,348.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.0% |
| 7D | +4.2% | -1.6% | +5.8% | +4.2% |
| 30D | +11.3% | -21.3% | +32.6% | +14.7% |
| 3M | -1.8% | -18.9% | +17.1% | +0.2% |
| 6M | +12.7% | -21.4% | +34.1% | +12.1% |
| YTD | +10.4% | +86.8% | -76.4% | -7.0% |
| 1Y | +4.7% | +85.8% | -81.0% | -11.9% |
| 3Y | +42.7% | +30.1% | +12.6% | +24.2% |
| 5Y | +14.5% | +42.8% | -28.3% | -2.8% |
| 10Y | +340.7% | +121.2% | +219.5% | +235.8% |
| All | +21,748.4% | +1,399.9% | +20,348.4% | +9,916.9% |
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