+10.0%
SHW vs AGG
-2.5%
+12.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.1% |
| 7D | -4.5% | -0.9% | -3.5% | -3.0% |
| 30D | -12.7% | -1.0% | -11.7% | -11.2% |
| 3M | +4.7% | -1.3% | +6.0% | +7.2% |
| 6M | -3.4% | -2.1% | -1.3% | +0.3% |
| YTD | -1.3% | -1.2% | -0.1% | +1.2% |
| 1Y | -10.4% | -0.5% | -9.9% | -9.0% |
| 3Y | +20.1% | +12.4% | +7.7% | +2.8% |
| All | +10.0% | -2.5% | +12.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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