+73.6%
VEA vs SHW
+19.9%
+53.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | -4.5% | +2.4% | -0.7% |
| 30D | -1.1% | -12.7% | +11.6% | +3.2% |
| 3M | +5.1% | +4.7% | +0.4% | +2.9% |
| 6M | +9.8% | -3.4% | +13.2% | +10.2% |
| YTD | +15.9% | -1.3% | +17.3% | +15.4% |
| 1Y | +24.6% | -10.4% | +34.9% | +27.8% |
| All | +73.6% | +19.9% | +53.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling