+20,418.4%
SHW vs APA
+815.8%
+19,602.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -3.2% | +0.5% | -3.8% | -3.3% |
| 30D | -9.5% | +23.4% | -32.9% | -12.0% |
| 3M | +11.5% | +12.7% | -1.2% | +9.2% |
| 6M | -3.5% | +39.4% | -43.0% | -8.8% |
| YTD | +3.7% | +79.0% | -75.2% | -5.2% |
| 1Y | -7.9% | +88.8% | -96.7% | -16.9% |
| 3Y | +24.7% | +6.4% | +18.3% | +18.5% |
| 5Y | +13.6% | +153.0% | -139.4% | -7.7% |
| 10Y | +283.0% | +7.5% | +275.4% | +195.8% |
| All | +20,418.4% | +815.8% | +19,602.6% | +11,548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling