+4,780.7%
SHW vs VTR
+1,499.7%
+3,281.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -3.2% | -1.7% | -1.6% | -2.9% |
| 30D | -9.5% | -2.4% | -7.1% | -9.1% |
| 3M | +11.5% | +14.8% | -3.3% | +8.2% |
| 6M | -3.5% | +5.3% | -8.9% | -4.8% |
| YTD | +3.7% | +18.1% | -14.4% | 0.0% |
| 1Y | -7.9% | +36.7% | -44.6% | -13.9% |
| 3Y | +24.7% | +130.1% | -105.4% | +4.5% |
| 5Y | +13.6% | +89.5% | -75.9% | -1.9% |
| 10Y | +283.0% | +87.4% | +195.6% | +208.5% |
| All | +4,780.7% | +1,499.7% | +3,281.0% | +2,835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling