+7.0%
SHW vs A
+24.4%
-17.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.7% | +6.4% |
| 7D | +13.3% | -2.4% | +15.7% | +13.9% |
| 30D | +14.1% | +3.6% | +10.6% | +13.1% |
| 3M | +0.8% | +27.5% | -26.7% | -5.0% |
| 6M | +17.6% | +58.5% | -40.8% | +4.9% |
| YTD | +13.0% | +31.2% | -18.2% | +7.4% |
| 1Y | +7.0% | +22.2% | -15.2% | +5.1% |
| All | +7.0% | +24.4% | -17.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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