+21,057.3%
SHW vs AA
+213.5%
+20,843.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.0% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +9.2% | -6.7% | +15.9% | +10.6% |
| 3M | -5.1% | -16.3% | +11.2% | -2.1% |
| 6M | +6.8% | -37.1% | +44.0% | +15.5% |
| YTD | +7.0% | -25.0% | +32.0% | +10.2% |
| 1Y | +4.1% | +8.6% | -4.5% | -1.0% |
| 3Y | +41.1% | +57.2% | -16.2% | +17.5% |
| 5Y | +12.9% | -13.0% | +25.9% | -0.6% |
| 10Y | +366.3% | +65.5% | +300.8% | +196.0% |
| All | +21,057.3% | +213.5% | +20,843.8% | +8,122.7% |
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