+7.0%
SHW vs ALL
+42.7%
-35.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +6.0% |
| 7D | +13.3% | +7.5% | +5.8% | +11.8% |
| 30D | +14.1% | +19.7% | -5.6% | +11.0% |
| 3M | +0.8% | +2.9% | -2.1% | -0.2% |
| 6M | +17.6% | +23.5% | -5.9% | +13.3% |
| YTD | +13.0% | +31.1% | -18.2% | +7.2% |
| 1Y | +7.0% | +40.5% | -33.5% | -1.4% |
| All | +7.0% | +42.7% | -35.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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