+15.6%
SHW vs APA
+69.9%
-54.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +1.6% | -8.7% | +10.3% | +1.7% |
| 30D | +12.1% | -2.4% | +14.5% | +12.0% |
| 3M | -3.0% | +19.0% | -22.0% | -3.6% |
| 6M | +13.5% | +26.8% | -13.3% | +12.3% |
| YTD | +11.2% | +87.3% | -76.1% | +6.1% |
| 1Y | +6.2% | +92.3% | -86.1% | +1.1% |
| 3Y | +45.6% | +37.3% | +8.4% | +38.5% |
| 5Y | +15.6% | +73.2% | -57.6% | +8.9% |
| All | +15.6% | +69.9% | -54.3% | +8.9% |
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