+850.5%
SHW vs AMCR
+102.7%
+747.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -1.2% | -1.8% | +0.7% | -0.5% |
| 30D | -11.6% | -6.0% | -5.6% | -9.5% |
| 3M | +9.1% | +18.9% | -9.8% | +2.5% |
| 6M | -0.7% | +5.7% | -6.3% | -2.8% |
| YTD | +1.4% | +11.1% | -9.7% | -2.9% |
| 1Y | -12.3% | +14.4% | -26.7% | -16.9% |
| 3Y | +23.4% | +13.0% | +10.4% | +16.2% |
| 5Y | +15.0% | -7.5% | +22.6% | +16.1% |
| 10Y | +278.3% | +20.1% | +258.2% | +230.9% |
| All | +850.5% | +102.7% | +747.8% | +724.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling