+19.1%
SHW vs VTR
+134.0%
-114.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -4.5% | -1.8% | -2.6% | -4.0% |
| 30D | -12.7% | +4.0% | -16.7% | -13.6% |
| 3M | +4.7% | +7.8% | -3.2% | +1.8% |
| 6M | -3.4% | +6.4% | -9.8% | -5.8% |
| YTD | -1.3% | +18.3% | -19.7% | -6.7% |
| 1Y | -10.4% | +33.9% | -44.3% | -18.6% |
| All | +19.1% | +134.0% | -114.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling