+12.0%
SHW vs VYM
+77.5%
-65.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | -10.0% | -2.2% | -7.8% | -7.8% |
| 3M | +2.3% | +3.1% | -0.8% | -0.8% |
| 6M | +0.7% | +9.7% | -9.0% | -8.4% |
| YTD | +0.5% | +14.9% | -14.4% | -12.8% |
| 1Y | -11.5% | +17.6% | -29.0% | -25.1% |
| 3Y | +21.3% | +65.3% | -44.0% | -28.3% |
| All | +12.0% | +77.5% | -65.5% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling