+15.0%
SHW vs APA
+156.3%
-141.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.1% |
| 30D | -11.6% | +15.7% | -27.3% | -12.0% |
| 3M | +9.1% | +16.5% | -7.3% | +8.5% |
| 6M | -0.7% | +35.1% | -35.8% | -2.7% |
| YTD | +1.4% | +82.2% | -80.9% | -3.1% |
| 1Y | -12.3% | +102.5% | -114.7% | -17.0% |
| 3Y | +23.4% | +10.3% | +13.1% | +19.2% |
| 5Y | +15.0% | +166.1% | -151.1% | +3.3% |
| All | +15.0% | +156.3% | -141.3% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling