+4,779.9%
SHW vs AGI
+5,381.0%
-601.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.2% | +4.4% | -5.6% | -1.3% |
| 30D | -11.6% | +10.0% | -21.6% | -11.9% |
| 3M | +9.1% | +1.7% | +7.4% | +9.0% |
| 6M | -0.7% | -26.8% | +26.1% | +0.1% |
| YTD | +1.4% | -5.3% | +6.7% | +1.3% |
| 1Y | -12.3% | +11.5% | -23.8% | -12.8% |
| 3Y | +23.4% | +212.9% | -189.6% | +19.0% |
| 5Y | +15.0% | +388.8% | -373.8% | +9.4% |
| 10Y | +278.3% | +383.6% | -105.3% | +255.8% |
| All | +4,779.9% | +5,381.0% | -601.1% | +3,874.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling