+340.7%
SHW vs ALL
+372.0%
-31.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.8% |
| 7D | +4.2% | -0.1% | +4.4% | +4.3% |
| 30D | +11.3% | +13.8% | -2.5% | +6.0% |
| 3M | -1.8% | -2.8% | +1.0% | -0.9% |
| 6M | +12.7% | +23.7% | -11.0% | +3.0% |
| YTD | +10.4% | +27.3% | -16.8% | -0.6% |
| 1Y | +4.7% | +30.5% | -25.8% | -6.8% |
| 3Y | +42.7% | +113.0% | -70.3% | +0.9% |
| 5Y | +14.5% | +157.6% | -143.0% | -28.1% |
| 10Y | +340.7% | +368.4% | -27.6% | +122.1% |
| All | +340.7% | +372.0% | -31.2% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling