+770.9%
IWM vs SHW
+6,383.1%
-5,612.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.3% | -2.1% | +1.8% | +0.7% |
| 30D | +1.9% | +11.1% | -9.2% | -3.4% |
| 3M | -5.7% | -2.2% | -3.6% | -5.2% |
| 6M | -0.3% | +14.3% | -14.6% | -7.5% |
| YTD | +15.8% | +10.6% | +5.2% | +8.5% |
| 1Y | +17.1% | +4.1% | +13.0% | +12.9% |
| 3Y | +73.1% | +42.9% | +30.2% | +42.5% |
| 5Y | +25.9% | +14.2% | +11.7% | +12.1% |
| 10Y | +151.9% | +346.7% | -194.8% | +15.4% |
| All | +770.9% | +6,383.1% | -5,612.2% | +23.4% |
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 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