+391.7%
APP vs SHW
+37.0%
+354.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | +0.9% | -3.2% | +4.1% | +3.0% |
| 30D | -23.3% | -9.5% | -13.8% | -18.1% |
| 3M | -42.6% | +11.5% | -54.1% | -46.7% |
| 6M | -33.6% | -3.5% | -30.1% | -32.8% |
| YTD | -52.4% | +3.7% | -56.1% | -55.2% |
| 1Y | -35.9% | -7.9% | -28.0% | -34.5% |
| 3Y | +642.2% | +24.7% | +617.5% | +465.2% |
| 5Y | +311.1% | +13.6% | +297.5% | +209.3% |
| All | +391.7% | +37.0% | +354.7% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling