+54.0%
VEA vs SHW
+11.1%
+42.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | +0.2% | +8.1% | -7.9% | -2.3% |
| 3M | -5.3% | -2.8% | -2.6% | -4.8% |
| 6M | -0.9% | +15.0% | -16.0% | -5.7% |
| YTD | +12.2% | +9.0% | +3.2% | +8.4% |
| 1Y | +16.1% | +4.5% | +11.6% | +13.5% |
| 3Y | +73.0% | +41.9% | +31.1% | +53.1% |
| All | +54.0% | +11.1% | +42.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling