+280.4%
SHW vs AGI
+392.3%
-111.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | -10.0% | +7.2% | -17.3% | -10.3% |
| 3M | +2.3% | +4.3% | -2.0% | +1.9% |
| 6M | +0.7% | -27.1% | +27.8% | +1.6% |
| YTD | +0.5% | -6.6% | +7.1% | +0.5% |
| 1Y | -11.5% | +9.5% | -21.0% | -12.0% |
| 3Y | +21.3% | +208.4% | -187.1% | +16.2% |
| 5Y | +12.5% | +401.6% | -389.1% | +6.4% |
| All | +280.4% | +392.3% | -111.9% | +263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling