+769.3%
VST vs SHW
+15.5%
+753.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.9% | -3.2% | +12.1% | +10.1% |
| 30D | +6.2% | -9.5% | +15.7% | +9.8% |
| 3M | -2.7% | +11.5% | -14.2% | -7.3% |
| 6M | -8.4% | -3.5% | -4.8% | -8.0% |
| YTD | -7.2% | +3.7% | -10.9% | -9.2% |
| 1Y | -20.9% | -7.9% | -13.0% | -19.7% |
| 3Y | +384.0% | +24.7% | +359.3% | +345.0% |
| All | +769.3% | +15.5% | +753.9% | +675.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling