-15.2%
F vs SHW
+14.0%
-29.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.9% |
| 7D | +1.4% | +5.7% | -4.4% | -1.6% |
| 30D | +2.0% | +8.7% | -6.6% | -2.4% |
| 3M | -10.4% | -5.4% | -5.0% | -8.1% |
| 6M | +9.7% | +12.2% | -2.5% | +2.3% |
| YTD | -1.2% | +8.5% | -9.7% | -6.4% |
| 1Y | 0.0% | +4.9% | -4.9% | -3.7% |
| 3Y | +41.1% | +42.8% | -1.8% | +13.5% |
| All | -15.2% | +14.0% | -29.2% | -30.2% |
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