+144.3%
IWM vs SHW
+340.1%
-195.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | +0.6% | +8.4% | -7.8% | -3.6% |
| 3M | -7.8% | -2.2% | -5.6% | -7.2% |
| 6M | -1.0% | +13.3% | -14.3% | -8.1% |
| YTD | +13.9% | +9.2% | +4.7% | +7.0% |
| 1Y | +15.4% | +2.9% | +12.5% | +11.8% |
| 3Y | +70.2% | +41.1% | +29.1% | +39.0% |
| 5Y | +23.7% | +11.0% | +12.7% | +11.1% |
| All | +144.3% | +340.1% | -195.8% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling