+4,204.9%
SHW vs VUG
+1,203.7%
+3,001.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.1% |
| 7D | -2.1% | -1.1% | -1.1% | -1.4% |
| 30D | +11.1% | -7.0% | +18.1% | +16.9% |
| 3M | -2.2% | -3.7% | +1.6% | +0.2% |
| 6M | +14.3% | -1.6% | +16.0% | +14.6% |
| YTD | +10.6% | +5.1% | +5.4% | +5.0% |
| 1Y | +4.1% | +3.8% | +0.3% | -0.2% |
| 3Y | +42.9% | +79.9% | -37.0% | -13.6% |
| 5Y | +14.2% | +66.4% | -52.2% | -28.4% |
| 10Y | +346.7% | +405.3% | -58.5% | +6.8% |
| All | +4,204.9% | +1,203.7% | +3,001.2% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling