+741.9%
IWM vs SHW
+6,170.6%
-5,428.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | -2.0% | +3.5% | -5.5% | -3.8% |
| 30D | -1.5% | +9.2% | -10.7% | -5.8% |
| 3M | -8.0% | -5.1% | -2.9% | -6.2% |
| 6M | -4.1% | +6.8% | -10.9% | -8.2% |
| YTD | +11.9% | +7.0% | +5.0% | +6.6% |
| 1Y | +15.0% | +4.1% | +10.9% | +10.9% |
| 3Y | +64.2% | +41.1% | +23.1% | +36.0% |
| 5Y | +20.4% | +12.9% | +7.5% | +7.8% |
| 10Y | +168.0% | +366.3% | -198.4% | +20.4% |
| All | +741.9% | +6,170.6% | -5,428.7% | +21.1% |
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