-7.9%
SHW vs VYM
+21.4%
-29.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.0% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -9.5% | -0.5% | -9.0% | -8.8% |
| 3M | +11.5% | +3.0% | +8.4% | +7.4% |
| 6M | -3.5% | +8.2% | -11.8% | -13.0% |
| YTD | +3.7% | +15.8% | -12.1% | -12.5% |
| 1Y | -7.9% | +20.8% | -28.7% | -25.7% |
| All | -7.9% | +21.4% | -29.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling