+280.4%
SHW vs VTR
+99.2%
+181.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -10.0% | +1.1% | -11.1% | -10.3% |
| 3M | +2.3% | +7.9% | -5.6% | -0.2% |
| 6M | +0.7% | +6.2% | -5.5% | -1.4% |
| YTD | +0.5% | +17.7% | -17.2% | -4.4% |
| 1Y | -11.5% | +32.9% | -44.4% | -18.7% |
| 3Y | +21.3% | +129.7% | -108.4% | -4.8% |
| 5Y | +12.5% | +89.3% | -76.8% | -8.3% |
| All | +280.4% | +99.2% | +181.2% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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