-24.1%
VST vs SHW
+2.6%
-26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +19.2% | +0.7% | +18.5% | +19.0% |
| 30D | -17.2% | +8.4% | -25.6% | -18.4% |
| 3M | -8.1% | -2.2% | -5.9% | -7.0% |
| 6M | -8.1% | +13.3% | -21.5% | -12.9% |
| YTD | -16.3% | +9.2% | -25.5% | -20.2% |
| 1Y | -24.1% | +2.9% | -27.0% | -26.4% |
| All | -24.1% | +2.6% | -26.8% | -26.4% |
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