+280.4%
SHW vs VYM
+209.2%
+71.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.2% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | -10.0% | -2.2% | -7.8% | -8.0% |
| 3M | +2.3% | +3.1% | -0.8% | -0.5% |
| 6M | +0.7% | +9.7% | -9.0% | -7.5% |
| YTD | +0.5% | +14.9% | -14.4% | -11.5% |
| 1Y | -11.5% | +17.6% | -29.0% | -23.8% |
| 3Y | +21.3% | +65.3% | -44.0% | -24.0% |
| 5Y | +12.5% | +78.7% | -66.2% | -34.1% |
| All | +280.4% | +209.2% | +71.3% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling