+20.3%
SHW vs VSXY
+37.5%
-17.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -10.0% | -18.7% | +8.6% | -8.2% |
| 3M | +2.3% | -4.0% | +6.2% | +2.4% |
| 6M | +0.7% | +67.5% | -66.8% | -6.4% |
| YTD | +0.5% | +39.7% | -39.2% | -5.0% |
| 1Y | -11.5% | +180.0% | -191.5% | -23.3% |
| 3Y | +21.3% | +337.3% | -316.0% | -7.0% |
| 5Y | +12.5% | +22.7% | -10.1% | -0.5% |
| All | +20.3% | +37.5% | -17.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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