+15.0%
SHW vs A
-14.2%
+29.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -11.6% | +0.6% | -12.2% | -11.9% |
| 3M | +9.1% | +10.9% | -1.8% | +4.9% |
| 6M | -0.7% | +28.2% | -28.8% | -10.2% |
| YTD | +1.4% | +8.6% | -7.2% | -2.5% |
| 1Y | -12.3% | +15.5% | -27.8% | -18.0% |
| 3Y | +23.4% | +31.8% | -8.4% | +5.7% |
| 5Y | +15.0% | -14.9% | +29.9% | +16.5% |
| All | +15.0% | -14.2% | +29.3% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling