+611.0%
VRT vs SHW
+27.6%
+583.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +9.1% | -3.2% | +12.4% | +10.7% |
| 30D | +0.9% | -9.5% | +10.5% | +5.3% |
| 3M | -13.4% | +11.5% | -24.8% | -18.8% |
| 6M | +11.7% | -3.5% | +15.2% | +13.1% |
| YTD | +73.2% | +3.7% | +69.5% | +68.2% |
| 1Y | +123.4% | -7.9% | +131.3% | +130.3% |
| All | +611.0% | +27.6% | +583.4% | +506.8% |
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