+7,228.0%
SHW vs A
+546.2%
+6,681.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +3.5% | -0.1% | +3.5% | +3.4% |
| 30D | +9.2% | +3.4% | +5.9% | +8.3% |
| 3M | -5.1% | +23.8% | -28.9% | -9.7% |
| 6M | +6.8% | +49.0% | -42.2% | -2.8% |
| YTD | +7.0% | +29.4% | -22.4% | +0.2% |
| 1Y | +4.1% | +19.4% | -15.3% | -0.8% |
| 3Y | +41.1% | +66.2% | -25.1% | +23.7% |
| 5Y | +12.9% | +15.8% | -2.9% | +6.1% |
| 10Y | +366.3% | +326.1% | +40.2% | +238.9% |
| All | +7,228.0% | +546.2% | +6,681.7% | +4,187.7% |
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