+172.5%
VEA vs SHW
+1,662.0%
-1,489.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | +1.9% | -1.2% | +3.0% | +2.3% |
| 30D | +0.8% | -11.6% | +12.4% | +5.9% |
| 3M | +5.7% | +9.1% | -3.4% | +1.3% |
| 6M | +13.3% | -0.7% | +14.0% | +12.7% |
| YTD | +18.4% | +1.4% | +17.0% | +16.5% |
| 1Y | +27.0% | -12.3% | +39.2% | +32.2% |
| 3Y | +79.3% | +23.4% | +55.9% | +59.4% |
| 5Y | +62.1% | +15.0% | +47.1% | +43.9% |
| 10Y | +160.3% | +278.3% | -118.0% | +27.9% |
| All | +172.5% | +1,662.0% | -1,489.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling