+173.7%
VEA vs SHW
+1,703.2%
-1,529.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | -3.2% | +4.2% | +2.3% |
| 30D | +1.9% | -9.5% | +11.5% | +6.1% |
| 3M | +3.2% | +11.5% | -8.2% | -1.9% |
| 6M | +10.2% | -3.5% | +13.8% | +11.0% |
| YTD | +18.9% | +3.7% | +15.2% | +16.0% |
| 1Y | +29.3% | -7.9% | +37.2% | +32.0% |
| 3Y | +76.8% | +24.7% | +52.1% | +56.5% |
| 5Y | +61.2% | +13.6% | +47.6% | +44.0% |
| 10Y | +163.3% | +283.0% | -119.7% | +28.9% |
| All | +173.7% | +1,703.2% | -1,529.5% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling