-55.4%
APP vs SHW
+7.3%
-62.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.0% | +10.1% |
| 7D | +4.5% | +13.3% | -8.8% | +3.6% |
| 30D | -3.6% | +14.1% | -17.8% | -4.5% |
| 3M | -35.3% | +0.8% | -36.0% | -35.9% |
| 6M | -42.8% | +17.6% | -60.4% | -40.8% |
| YTD | -59.7% | +13.0% | -72.7% | -61.1% |
| 1Y | -55.4% | +7.0% | -62.3% | -56.7% |
| All | -55.4% | +7.3% | -62.6% | -56.7% |
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 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