+14.3%
SHW vs APA
+28.9%
-14.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +1.4% |
| 7D | -2.1% | +5.1% | -7.2% | -0.4% |
| 30D | +11.1% | +0.3% | +10.8% | +11.4% |
| 3M | -2.2% | +15.6% | -17.8% | +4.2% |
| 6M | +14.3% | +28.9% | -14.6% | +29.0% |
| All | +14.3% | +28.9% | -14.6% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling