+340.7%
SHW vs AA
+45.1%
+295.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | +11.3% | -5.0% | +16.3% | +12.0% |
| 3M | -1.8% | -22.2% | +20.4% | +1.4% |
| 6M | +12.7% | -36.3% | +49.0% | +18.7% |
| YTD | +10.4% | -24.2% | +34.6% | +12.5% |
| 1Y | +4.7% | +3.9% | +0.8% | +1.7% |
| 3Y | +42.7% | +67.6% | -24.9% | +24.1% |
| 5Y | +14.5% | -8.8% | +23.4% | +4.3% |
| 10Y | +340.7% | +45.0% | +295.8% | +202.8% |
| All | +340.7% | +45.1% | +295.7% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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