+1,164.9%
VST vs SHW
+339.2%
+825.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +1.9% | +4.7% | +5.9% |
| 30D | -12.4% | +8.1% | -20.4% | -15.7% |
| 3M | -9.0% | -2.8% | -6.2% | -8.9% |
| 6M | -6.4% | +15.0% | -21.5% | -13.3% |
| YTD | -17.2% | +9.0% | -26.2% | -21.7% |
| 1Y | -22.0% | +4.5% | -26.5% | -25.0% |
| 3Y | +296.7% | +41.9% | +254.8% | +233.6% |
| 5Y | +637.6% | +10.7% | +626.9% | +569.8% |
| All | +1,164.9% | +339.2% | +825.6% | +667.5% |
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 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