-29.4%
VST vs SHW
+12.3%
-41.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.2% | -6.9% |
| 7D | -19.9% | +5.7% | -25.6% | -18.9% |
| 30D | -29.7% | +8.7% | -38.3% | -28.9% |
| 3M | -19.6% | -5.4% | -14.2% | -18.4% |
| 6M | -29.4% | +12.2% | -41.6% | -31.0% |
| All | -29.4% | +12.3% | -41.7% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling