+1,024.4%
VRT vs SHW
+14.2%
+1,010.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +5.1% |
| 7D | +13.6% | -1.2% | +14.8% | +14.4% |
| 30D | +6.8% | -11.6% | +18.4% | +15.1% |
| 3M | -3.2% | +9.1% | -12.3% | -10.3% |
| 6M | +20.3% | -0.7% | +21.0% | +18.7% |
| YTD | +79.6% | +1.4% | +78.2% | +73.6% |
| 1Y | +139.0% | -12.3% | +151.3% | +153.8% |
| 3Y | +644.6% | +23.4% | +621.2% | +493.2% |
| 5Y | +1,024.4% | +15.0% | +1,009.3% | +834.9% |
| All | +1,024.4% | +14.2% | +1,010.1% | +834.9% |
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 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