+284.1%
SHW vs APA
-1.1%
+285.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -1.9% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -11.4% | +9.3% | -20.7% | -12.1% |
| 3M | +3.5% | +23.3% | -19.9% | +1.3% |
| 6M | -3.4% | +39.5% | -42.8% | -7.1% |
| YTD | -0.3% | +87.6% | -88.0% | -7.2% |
| 1Y | -10.4% | +114.2% | -124.7% | -18.0% |
| 3Y | +21.3% | +13.6% | +7.7% | +16.1% |
| 5Y | +12.9% | +175.6% | -162.7% | -4.5% |
| 10Y | +284.1% | -2.6% | +286.7% | +197.8% |
| All | +284.1% | -1.1% | +285.2% | +197.8% |
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