+2,571.5%
SHW vs VT
+374.2%
+2,197.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -3.2% | +0.4% | -3.7% | -3.5% |
| 30D | -9.5% | +1.0% | -10.5% | -10.1% |
| 3M | +11.5% | +2.4% | +9.1% | +9.4% |
| 6M | -3.5% | +12.0% | -15.5% | -11.3% |
| YTD | +3.7% | +15.3% | -11.6% | -6.8% |
| 1Y | -7.9% | +22.6% | -30.5% | -21.0% |
| 3Y | +24.7% | +74.7% | -50.0% | -17.7% |
| 5Y | +13.6% | +66.1% | -52.6% | -22.3% |
| 10Y | +283.0% | +225.0% | +57.9% | +65.1% |
| All | +2,571.5% | +374.2% | +2,197.3% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling