+21,748.4%
SHW vs APA
+871.0%
+20,877.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +4.2% | -5.5% | +9.8% | +4.9% |
| 30D | +11.3% | -1.2% | +12.4% | +11.2% |
| 3M | -1.8% | +10.6% | -12.4% | -3.4% |
| 6M | +12.7% | +28.4% | -15.7% | +8.1% |
| YTD | +10.4% | +89.7% | -79.3% | -0.2% |
| 1Y | +4.7% | +90.6% | -85.9% | -5.5% |
| 3Y | +42.7% | +36.9% | +5.8% | +30.9% |
| 5Y | +14.5% | +83.2% | -68.7% | -2.5% |
| 10Y | +340.7% | -0.1% | +340.8% | +244.6% |
| All | +21,748.4% | +871.0% | +20,877.4% | +12,171.3% |
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 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