+808.3%
IWM vs SHW
+5,981.3%
-5,173.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +0.1% | -3.2% | +3.3% | +1.6% |
| 30D | -1.3% | -9.5% | +8.3% | +3.4% |
| 3M | +1.6% | +11.5% | -9.8% | -4.2% |
| 6M | +13.6% | -3.5% | +17.1% | +14.4% |
| YTD | +20.8% | +3.7% | +17.0% | +17.2% |
| 1Y | +26.4% | -7.9% | +34.3% | +29.4% |
| 3Y | +60.7% | +24.7% | +36.0% | +41.5% |
| 5Y | +38.2% | +13.6% | +24.6% | +23.8% |
| 10Y | +169.5% | +283.0% | -113.5% | +32.7% |
| All | +808.3% | +5,981.3% | -5,173.0% | +33.2% |
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 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