+2,011.8%
SHW vs AG
+445.6%
+1,566.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -3.2% | +1.0% | -4.2% | -3.3% |
| 30D | -9.5% | +19.2% | -28.7% | -10.3% |
| 3M | +11.5% | +6.2% | +5.3% | +10.9% |
| 6M | -3.5% | -26.7% | +23.1% | -2.7% |
| YTD | +3.7% | +26.1% | -22.4% | +1.9% |
| 1Y | -7.9% | +131.7% | -139.6% | -12.2% |
| 3Y | +24.7% | +255.3% | -230.6% | +14.8% |
| 5Y | +13.6% | +61.9% | -48.4% | +6.8% |
| 10Y | +283.0% | +72.0% | +210.9% | +245.7% |
| All | +2,011.8% | +445.6% | +1,566.2% | +1,437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling