+1,025.2%
C vs SHW
+22,149.4%
-21,124.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.6% | +0.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.9% |
| 30D | -5.4% | +12.1% | -17.5% | -11.4% |
| 3M | -9.2% | -3.0% | -6.2% | -8.4% |
| 6M | -1.8% | +13.5% | -15.4% | -9.7% |
| YTD | +6.7% | +11.2% | -4.6% | -1.5% |
| 1Y | +23.5% | +6.2% | +17.3% | +16.8% |
| 3Y | +219.8% | +45.6% | +174.1% | +150.3% |
| 5Y | +112.4% | +15.6% | +96.8% | +80.4% |
| 10Y | +220.1% | +356.5% | -136.4% | +24.5% |
| All | +1,025.2% | +22,149.4% | -21,124.3% | -32.1% |
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