+361.8%
VRT vs SHW
+41.1%
+320.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | -21.4% | +3.5% | -24.8% | -22.5% |
| 30D | -25.8% | +9.2% | -35.1% | -28.8% |
| 3M | -33.5% | -5.1% | -28.4% | -32.5% |
| 6M | -49.0% | +6.8% | -55.9% | -51.1% |
| YTD | +12.9% | +7.0% | +6.0% | +8.0% |
| 1Y | 0.0% | +4.1% | -4.1% | -3.1% |
| 3Y | +361.8% | +41.1% | +320.7% | +276.4% |
| All | +361.8% | +41.1% | +320.7% | +276.4% |
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 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