+41.1%
SHW vs ALL
+105.5%
-64.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | +3.5% | -1.9% | +5.4% | +4.0% |
| 30D | +9.2% | +13.8% | -4.5% | +6.4% |
| 3M | -5.1% | -7.0% | +1.9% | -3.6% |
| 6M | +6.8% | +18.0% | -11.2% | +2.6% |
| YTD | +7.0% | +24.2% | -17.2% | +1.2% |
| 1Y | +4.1% | +31.2% | -27.1% | -2.8% |
| 3Y | +41.1% | +107.5% | -66.5% | +17.0% |
| All | +41.1% | +105.5% | -64.5% | +17.0% |
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