-34.9%
VST vs SHW
+7.3%
-42.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.6% | -20.5% | -14.0% |
| 7D | -15.7% | +13.3% | -29.0% | -17.0% |
| 30D | -17.0% | +14.1% | -31.1% | -18.7% |
| 3M | -15.9% | +0.8% | -16.6% | -15.0% |
| 6M | -25.0% | +17.6% | -42.6% | -29.1% |
| YTD | -25.1% | +13.0% | -38.1% | -28.4% |
| 1Y | -34.9% | +7.0% | -41.8% | -37.6% |
| All | -34.9% | +7.3% | -42.1% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling