+1,112.0%
VST vs SHW
+358.9%
+753.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +11.1% |
| 7D | -9.8% | +3.5% | -13.3% | -11.6% |
| 30D | -25.1% | +9.2% | -34.4% | -28.4% |
| 3M | -11.6% | -5.1% | -6.5% | -10.7% |
| 6M | -20.9% | +6.8% | -27.8% | -24.5% |
| YTD | -22.3% | +7.0% | -29.3% | -26.0% |
| 1Y | -32.0% | +4.1% | -36.1% | -34.6% |
| 3Y | +262.4% | +41.1% | +221.3% | +205.2% |
| 5Y | +563.4% | +12.9% | +550.5% | +495.8% |
| All | +1,112.0% | +358.9% | +753.1% | +669.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling