+41.9%
SHW vs ALL
+117.7%
-75.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.9% | +5.0% | -3.1% | +0.7% |
| 30D | +8.1% | +13.3% | -5.3% | +5.2% |
| 3M | -2.8% | +3.2% | -6.0% | -3.6% |
| 6M | +15.0% | +25.3% | -10.3% | +8.9% |
| YTD | +9.0% | +30.5% | -21.5% | +1.9% |
| 1Y | +4.5% | +29.2% | -24.7% | -2.1% |
| 3Y | +41.9% | +119.1% | -77.3% | +19.0% |
| All | +41.9% | +117.7% | -75.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling