+2,694.0%
SHW vs VT
+345.0%
+2,349.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.9% |
| 7D | +5.7% | -4.2% | +9.9% | +9.2% |
| 30D | +8.7% | -5.8% | +14.5% | +13.6% |
| 3M | -5.4% | -5.2% | -0.1% | -1.5% |
| 6M | +12.2% | +0.1% | +12.1% | +12.0% |
| YTD | +8.5% | +8.2% | +0.2% | +2.2% |
| 1Y | +4.9% | +10.1% | -5.2% | -2.4% |
| 3Y | +42.8% | +69.7% | -26.8% | -3.7% |
| 5Y | +14.5% | +53.4% | -38.9% | -17.0% |
| 10Y | +373.0% | +219.2% | +153.8% | +107.6% |
| All | +2,694.0% | +345.0% | +2,349.0% | +1,041.1% |
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