+7,006.7%
SHW vs A
+457.0%
+6,549.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -9.5% | +6.9% | -16.4% | -10.9% |
| 3M | +11.5% | +9.2% | +2.2% | +9.2% |
| 6M | -3.5% | +25.7% | -29.2% | -8.8% |
| YTD | +3.7% | +11.5% | -7.8% | +0.6% |
| 1Y | -7.9% | +18.4% | -26.3% | -12.0% |
| 3Y | +24.7% | +26.6% | -1.9% | +16.2% |
| 5Y | +13.6% | -12.8% | +26.4% | +13.6% |
| 10Y | +283.0% | +247.2% | +35.8% | +191.2% |
| All | +7,006.7% | +457.0% | +6,549.7% | +4,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling