+356.1%
SHW vs VT
+215.5%
+140.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +3.5% | -2.3% | +5.8% | +5.8% |
| 30D | +9.2% | -5.0% | +14.2% | +14.4% |
| 3M | -5.1% | -4.9% | -0.2% | -0.7% |
| 6M | +6.8% | -1.5% | +8.4% | +8.1% |
| YTD | +7.0% | +8.5% | -1.5% | -1.0% |
| 1Y | +4.1% | +11.4% | -7.3% | -6.0% |
| 3Y | +41.1% | +70.1% | -29.0% | -14.7% |
| 5Y | +12.9% | +53.7% | -40.9% | -25.2% |
| All | +356.1% | +215.5% | +140.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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