+161.1%
VEA vs SHW
+288.7%
-127.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.4% |
| 7D | -1.5% | -3.1% | +1.7% | -0.4% |
| 30D | -0.8% | -10.0% | +9.2% | +2.7% |
| 3M | +2.5% | +2.3% | +0.2% | +1.2% |
| 6M | +11.1% | +0.7% | +10.5% | +10.2% |
| YTD | +17.2% | +0.5% | +16.7% | +16.0% |
| 1Y | +24.5% | -11.5% | +36.0% | +28.5% |
| 3Y | +75.4% | +21.3% | +54.1% | +60.2% |
| 5Y | +61.1% | +12.5% | +48.6% | +47.6% |
| All | +161.1% | +288.7% | -127.6% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling