+155.4%
IWM vs SHW
+352.3%
-196.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.7% | +0.9% |
| 7D | +0.3% | +4.2% | -4.0% | -1.8% |
| 30D | +0.6% | +11.3% | -10.7% | -4.9% |
| 3M | -6.2% | -1.8% | -4.4% | -5.9% |
| 6M | -0.8% | +12.7% | -13.5% | -7.7% |
| YTD | +14.8% | +10.4% | +4.3% | +7.2% |
| 1Y | +16.1% | +4.7% | +11.4% | +11.5% |
| 3Y | +71.5% | +42.7% | +28.8% | +39.3% |
| 5Y | +25.8% | +14.5% | +11.2% | +11.1% |
| 10Y | +155.4% | +340.7% | -185.3% | +26.3% |
| All | +155.4% | +352.3% | -196.9% | +26.3% |
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 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