+520.8%
APP vs SHW
+46.0%
+474.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | -2.1% | +51.1% | +49.9% |
| 30D | +49.4% | +11.1% | +38.3% | +38.3% |
| 3M | +27.0% | -2.2% | +29.2% | +27.4% |
| 6M | -15.4% | +14.3% | -29.7% | -23.6% |
| YTD | -39.9% | +10.6% | -50.5% | -46.3% |
| 1Y | -32.0% | +4.1% | -36.0% | -36.5% |
| 3Y | +824.3% | +42.9% | +781.5% | +528.3% |
| 5Y | +252.4% | +14.2% | +238.2% | +161.5% |
| All | +520.8% | +46.0% | +474.8% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling