+284.1%
SHW vs VUG
+410.7%
-126.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -11.4% | -1.7% | -9.7% | -10.4% |
| 3M | +3.5% | +2.8% | +0.7% | +1.4% |
| 6M | -3.4% | +13.6% | -17.0% | -11.9% |
| YTD | -0.3% | +8.1% | -8.4% | -6.1% |
| 1Y | -10.4% | +13.1% | -23.5% | -18.5% |
| 3Y | +21.3% | +87.0% | -65.7% | -25.3% |
| 5Y | +12.9% | +76.0% | -63.1% | -28.7% |
| 10Y | +284.1% | +420.5% | -136.4% | -13.9% |
| All | +284.1% | +410.7% | -126.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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