+290.3%
VST vs SHW
+44.1%
+246.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -6.0% | +4.2% | -10.3% | -7.4% |
| 30D | -18.8% | +11.3% | -30.0% | -22.2% |
| 3M | -8.0% | -1.8% | -6.2% | -7.6% |
| 6M | -10.9% | +12.7% | -23.6% | -16.5% |
| YTD | -18.3% | +10.4% | -28.8% | -22.9% |
| 1Y | -29.9% | +4.7% | -34.6% | -32.2% |
| 3Y | +290.3% | +42.7% | +247.6% | +224.2% |
| All | +290.3% | +44.1% | +246.2% | +224.2% |
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