+719.1%
B vs SHW
+21,289.8%
-20,570.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | +9.6% | +3.5% | +6.1% | +9.2% |
| 30D | +3.5% | +9.2% | -5.7% | +2.5% |
| 3M | -1.6% | -5.1% | +3.5% | -1.1% |
| 6M | -1.7% | +6.8% | -8.5% | -2.4% |
| YTD | -5.3% | +7.0% | -12.3% | -6.0% |
| 1Y | +27.2% | +4.1% | +23.1% | +26.6% |
| 3Y | +166.1% | +41.1% | +125.0% | +156.7% |
| 5Y | +136.5% | +12.9% | +123.6% | +130.9% |
| 10Y | +172.2% | +366.3% | -194.1% | +136.1% |
| All | +719.1% | +21,289.8% | -20,570.6% | +652.6% |
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 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