+10,850.4%
SHW vs ALL
+3,598.8%
+7,251.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | +3.5% | -1.9% | +5.4% | +4.2% |
| 30D | +9.2% | +13.8% | -4.5% | +5.0% |
| 3M | -5.1% | -7.0% | +1.9% | -3.1% |
| 6M | +6.8% | +18.0% | -11.2% | +0.9% |
| YTD | +7.0% | +24.2% | -17.2% | -1.0% |
| 1Y | +4.1% | +31.2% | -27.1% | -5.3% |
| 3Y | +41.1% | +107.5% | -66.5% | +9.2% |
| 5Y | +12.9% | +144.8% | -131.9% | -18.6% |
| 10Y | +366.3% | +375.8% | -9.4% | +170.2% |
| All | +10,850.4% | +3,598.8% | +7,251.6% | +3,317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling