+15.0%
SHW vs AG
+65.4%
-50.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.5% |
| 30D | -11.6% | +12.9% | -24.5% | -12.4% |
| 3M | +9.1% | +20.9% | -11.8% | +7.4% |
| 6M | -0.7% | -19.5% | +18.9% | -0.1% |
| YTD | +1.4% | +24.8% | -23.4% | -1.2% |
| 1Y | -12.3% | +120.2% | -132.5% | -17.9% |
| 3Y | +23.4% | +279.0% | -255.6% | +8.2% |
| 5Y | +15.0% | +67.9% | -52.9% | +3.0% |
| All | +15.0% | +65.4% | -50.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling