+1,205.2%
VST vs SHW
+371.2%
+834.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +5.8% |
| 7D | -0.5% | +1.6% | -2.1% | -1.6% |
| 30D | -17.1% | +12.1% | -29.1% | -21.3% |
| 3M | -4.6% | -3.0% | -1.6% | -4.3% |
| 6M | -9.1% | +13.5% | -22.6% | -15.2% |
| YTD | -16.6% | +11.2% | -27.9% | -21.7% |
| 1Y | -29.5% | +6.2% | -35.7% | -32.6% |
| 3Y | +297.5% | +45.6% | +251.9% | +231.1% |
| 5Y | +654.5% | +15.6% | +639.0% | +573.1% |
| 10Y | +1,205.2% | +356.5% | +848.8% | +699.7% |
| All | +1,205.2% | +371.2% | +834.1% | +699.7% |
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