+346.7%
SHW vs APA
+4.1%
+342.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -2.1% | +5.1% | -7.2% | -2.5% |
| 30D | +11.1% | +0.3% | +10.8% | +10.9% |
| 3M | -2.2% | +15.6% | -17.8% | -3.6% |
| 6M | +14.3% | +28.9% | -14.6% | +11.1% |
| YTD | +10.6% | +96.6% | -86.0% | +2.4% |
| 1Y | +4.1% | +95.5% | -91.4% | -3.6% |
| 3Y | +42.9% | +41.8% | +1.0% | +33.7% |
| 5Y | +14.2% | +85.4% | -71.2% | +1.3% |
| 10Y | +346.7% | +4.5% | +342.2% | +242.1% |
| All | +346.7% | +4.1% | +342.6% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling