+24.0%
IWM vs SHW
-12.7%
+36.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -1.1% | -3.2% | +2.1% | -0.2% |
| 30D | -3.1% | -11.4% | +8.3% | +0.3% |
| 3M | +2.2% | +3.5% | -1.3% | +0.6% |
| 6M | +15.1% | -3.4% | +18.4% | +15.3% |
| YTD | +18.6% | -0.3% | +18.9% | +17.0% |
| 1Y | +24.0% | -10.4% | +34.4% | +26.7% |
| All | +24.0% | -12.7% | +36.7% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling