+257.4%
APP vs SHW
+14.0%
+243.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.0% | +35.0% | +33.5% |
| 7D | +39.7% | +5.7% | +34.0% | +33.3% |
| 30D | +27.7% | +8.7% | +19.1% | +19.5% |
| 3M | -14.8% | -5.4% | -9.4% | -12.5% |
| 6M | -25.5% | +12.2% | -37.8% | -32.3% |
| YTD | -47.2% | +8.5% | -55.6% | -52.4% |
| 1Y | -42.3% | +4.9% | -47.2% | -46.9% |
| 3Y | +806.8% | +42.8% | +764.0% | +496.8% |
| All | +257.4% | +14.0% | +243.4% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling