+20,418.4%
SHW vs AA
+295.2%
+20,123.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -9.5% | +5.0% | -14.5% | -10.6% |
| 3M | +11.5% | -35.8% | +47.3% | +20.8% |
| 6M | -3.5% | -18.4% | +14.8% | -1.4% |
| YTD | +3.7% | -5.5% | +9.2% | +2.2% |
| 1Y | -7.9% | +61.0% | -68.9% | -19.5% |
| 3Y | +24.7% | +66.2% | -41.5% | +2.7% |
| 5Y | +13.6% | +11.4% | +2.2% | -5.5% |
| 10Y | +283.0% | +116.9% | +166.1% | +129.5% |
| All | +20,418.4% | +295.2% | +20,123.3% | +7,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling