+15.0%
SHW vs VUG
+76.0%
-61.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.6% |
| 30D | -11.6% | -1.4% | -10.2% | -10.9% |
| 3M | +9.1% | +2.3% | +6.8% | +7.6% |
| 6M | -0.7% | +15.7% | -16.3% | -8.7% |
| YTD | +1.4% | +8.6% | -7.3% | -3.6% |
| 1Y | -12.3% | +14.1% | -26.3% | -19.1% |
| 3Y | +23.4% | +87.9% | -64.5% | -17.0% |
| 5Y | +15.0% | +76.3% | -61.3% | -23.6% |
| All | +15.0% | +76.0% | -61.0% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling