+337.7%
SHW vs AA
+42.1%
+295.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +8.1% | -0.6% | +8.6% | +8.1% |
| 3M | -2.8% | -19.7% | +16.9% | -0.1% |
| 6M | +15.0% | -41.6% | +56.6% | +22.7% |
| YTD | +9.0% | -24.6% | +33.6% | +11.1% |
| 1Y | +4.5% | +4.9% | -0.4% | +1.3% |
| 3Y | +41.9% | +66.8% | -25.0% | +23.5% |
| 5Y | +10.7% | -19.4% | +30.2% | +2.8% |
| All | +337.7% | +42.1% | +295.5% | +201.4% |
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