+280.4%
SHW vs VTRS
-48.4%
+328.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.7% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | -10.0% | +3.3% | -13.3% | -10.6% |
| 3M | +2.3% | +2.0% | +0.3% | +1.8% |
| 6M | +0.7% | +19.9% | -19.3% | -2.9% |
| YTD | +0.5% | +35.7% | -35.2% | -5.6% |
| 1Y | -11.5% | +68.1% | -79.6% | -20.3% |
| 3Y | +21.3% | +87.1% | -65.8% | +5.2% |
| 5Y | +12.5% | +47.6% | -35.1% | -0.3% |
| All | +280.4% | -48.4% | +328.8% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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