+7,467.3%
SHW vs A
+557.8%
+6,909.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | +4.2% | +1.4% | +2.9% | +4.0% |
| 30D | +11.3% | +4.3% | +7.0% | +10.2% |
| 3M | -1.8% | +19.8% | -21.6% | -5.8% |
| 6M | +12.7% | +54.4% | -41.7% | +1.7% |
| YTD | +10.4% | +31.7% | -21.3% | +3.0% |
| 1Y | +4.7% | +22.4% | -17.7% | -0.7% |
| 3Y | +42.7% | +67.7% | -25.0% | +24.9% |
| 5Y | +14.5% | +15.7% | -1.2% | +7.7% |
| 10Y | +340.7% | +308.7% | +32.0% | +222.5% |
| All | +7,467.3% | +557.8% | +6,909.6% | +4,311.2% |
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