-7.9%
SHW vs AGI
+17.6%
-25.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -9.5% | +18.2% | -27.7% | -11.3% |
| 3M | +11.5% | -4.1% | +15.6% | +11.2% |
| 6M | -3.5% | -28.7% | +25.2% | -2.2% |
| YTD | +3.7% | -4.0% | +7.7% | +4.9% |
| 1Y | -7.9% | +17.4% | -25.3% | -8.5% |
| All | -7.9% | +17.6% | -25.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling