+10.5%
SHW vs VTR
+90.0%
-79.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -4.5% | -1.8% | -2.6% | -3.9% |
| 30D | -12.7% | +4.0% | -16.7% | -13.8% |
| 3M | +4.7% | +7.8% | -3.2% | +1.5% |
| 6M | -3.4% | +6.4% | -9.8% | -6.1% |
| YTD | -1.3% | +18.3% | -19.7% | -7.6% |
| 1Y | -10.4% | +33.9% | -44.3% | -19.9% |
| 3Y | +20.1% | +134.3% | -114.2% | -14.1% |
| 5Y | +10.5% | +90.3% | -79.8% | -17.8% |
| All | +10.5% | +90.0% | -79.5% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling