+346.7%
SHW vs AG
+72.5%
+274.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.9% |
| 30D | +11.1% | -13.1% | +24.2% | +11.9% |
| 3M | -2.2% | -22.0% | +19.9% | -1.0% |
| 6M | +14.3% | -37.3% | +51.6% | +16.6% |
| YTD | +10.6% | -11.2% | +21.7% | +10.3% |
| 1Y | +4.1% | +23.9% | -19.9% | +2.0% |
| 3Y | +42.9% | +225.1% | -182.3% | +30.9% |
| 5Y | +14.2% | +7.7% | +6.5% | +8.3% |
| 10Y | +346.7% | +86.9% | +259.8% | +298.3% |
| All | +346.7% | +72.5% | +274.3% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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