+284.1%
SHW vs A
+236.6%
+47.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.1% |
| 7D | -3.2% | -4.4% | +1.2% | -1.4% |
| 30D | -11.4% | -2.7% | -8.7% | -10.5% |
| 3M | +3.5% | +7.0% | -3.6% | +0.2% |
| 6M | -3.4% | +24.6% | -28.0% | -13.2% |
| YTD | -0.3% | +7.0% | -7.4% | -4.6% |
| 1Y | -10.4% | +15.6% | -26.0% | -17.6% |
| 3Y | +21.3% | +29.9% | -8.6% | +2.2% |
| 5Y | +12.9% | -15.4% | +28.2% | +14.6% |
| 10Y | +284.1% | +248.9% | +35.2% | +80.1% |
| All | +284.1% | +236.6% | +47.5% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling