+2,723.0%
VRT vs SHW
+146.1%
+2,576.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.1% |
| 7D | +9.1% | -3.2% | +12.4% | +11.1% |
| 30D | +0.9% | -9.5% | +10.5% | +6.6% |
| 3M | -13.4% | +11.5% | -24.8% | -19.9% |
| 6M | +11.7% | -3.5% | +15.2% | +12.4% |
| YTD | +73.2% | +3.7% | +69.5% | +66.4% |
| 1Y | +123.4% | -7.9% | +131.3% | +128.4% |
| 3Y | +606.2% | +24.7% | +581.5% | +493.2% |
| 5Y | +899.9% | +13.6% | +886.3% | +766.1% |
| All | +2,723.0% | +146.1% | +2,576.9% | +1,629.5% |
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