+361.1%
VST vs SHW
+27.6%
+333.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.9% | -3.2% | +12.1% | +10.3% |
| 30D | +6.2% | -9.5% | +15.7% | +10.3% |
| 3M | -2.7% | +11.5% | -14.2% | -8.4% |
| 6M | -8.4% | -3.5% | -4.8% | -7.9% |
| YTD | -7.2% | +3.7% | -10.9% | -9.8% |
| 1Y | -20.9% | -7.9% | -13.0% | -19.3% |
| All | +361.1% | +27.6% | +333.5% | +304.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling