+284.1%
SHW vs VXUS
+146.7%
+137.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -11.4% | +0.7% | -12.1% | -11.9% |
| 3M | +3.5% | +4.8% | -1.3% | -0.5% |
| 6M | -3.4% | +11.3% | -14.7% | -11.8% |
| YTD | -0.3% | +16.5% | -16.8% | -12.5% |
| 1Y | -10.4% | +24.3% | -34.7% | -25.6% |
| 3Y | +21.3% | +74.5% | -53.2% | -24.3% |
| 5Y | +12.9% | +54.3% | -41.5% | -22.5% |
| 10Y | +284.1% | +150.1% | +134.0% | +69.7% |
| All | +284.1% | +146.7% | +137.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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