+3,938.1%
SHW vs VUG
+1,251.8%
+2,686.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -9.5% | -0.3% | -9.2% | -9.3% |
| 3M | +11.5% | -0.7% | +12.1% | +11.6% |
| 6M | -3.5% | +14.6% | -18.2% | -13.6% |
| YTD | +3.7% | +9.0% | -5.3% | -3.7% |
| 1Y | -7.9% | +14.9% | -22.8% | -18.2% |
| 3Y | +24.7% | +86.0% | -61.3% | -26.2% |
| 5Y | +13.6% | +76.7% | -63.1% | -31.8% |
| 10Y | +283.0% | +411.3% | -128.3% | -8.5% |
| All | +3,938.1% | +1,251.8% | +2,686.3% | +328.7% |
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