+654.6%
APP vs SHW
+27.6%
+627.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | -23.3% | -9.5% | -13.8% | -20.7% |
| 3M | -42.6% | +11.5% | -54.1% | -44.2% |
| 6M | -33.6% | -3.5% | -30.1% | -32.5% |
| YTD | -52.4% | +3.7% | -56.1% | -53.8% |
| 1Y | -35.9% | -7.9% | -28.0% | -34.1% |
| All | +654.6% | +27.6% | +627.0% | +544.2% |
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