+803.3%
APP vs SHW
+43.1%
+760.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.0% | +35.0% | +32.1% |
| 7D | +39.7% | +5.7% | +34.0% | +36.3% |
| 30D | +27.7% | +8.7% | +19.1% | +23.4% |
| 3M | -14.8% | -5.4% | -9.4% | -13.8% |
| 6M | -25.5% | +12.2% | -37.8% | -28.3% |
| YTD | -47.2% | +8.5% | -55.6% | -49.8% |
| 1Y | -42.3% | +4.9% | -47.2% | -44.4% |
| All | +803.3% | +43.1% | +760.2% | +554.6% |
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