+10,519.7%
SHW vs ALL
+3,667.9%
+6,851.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | -3.2% | 0.0% | -3.3% | -3.2% |
| 30D | -9.5% | -1.5% | -8.0% | -9.2% |
| 3M | +11.5% | +23.6% | -12.2% | +3.8% |
| 6M | -3.5% | +22.3% | -25.9% | -10.1% |
| YTD | +3.7% | +26.5% | -22.8% | -4.5% |
| 1Y | -7.9% | +27.0% | -34.9% | -15.5% |
| 3Y | +24.7% | +149.6% | -124.9% | -9.1% |
| 5Y | +13.6% | +118.1% | -104.5% | -15.1% |
| 10Y | +283.0% | +369.0% | -86.0% | +122.9% |
| All | +10,519.7% | +3,667.9% | +6,851.9% | +3,196.9% |
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