+1,876.0%
SHW vs VYM
+487.3%
+1,388.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -3.2% | -1.0% | -2.2% | -2.3% |
| 30D | -11.4% | -2.0% | -9.4% | -9.7% |
| 3M | +3.5% | +3.1% | +0.4% | +1.0% |
| 6M | -3.4% | +8.9% | -12.2% | -10.1% |
| YTD | -0.3% | +14.7% | -15.1% | -11.4% |
| 1Y | -10.4% | +19.4% | -29.9% | -23.2% |
| 3Y | +21.3% | +65.4% | -44.1% | -21.8% |
| 5Y | +12.9% | +77.6% | -64.7% | -31.2% |
| 10Y | +284.1% | +207.8% | +76.3% | +44.7% |
| All | +1,876.0% | +487.3% | +1,388.7% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling