+338.5%
SHW vs APD
+191.6%
+146.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +0.7% | +2.2% | -1.5% | -0.4% |
| 30D | +8.4% | +9.4% | -1.0% | +3.9% |
| 3M | -2.2% | +4.7% | -6.9% | -4.3% |
| 6M | +13.3% | +5.5% | +7.8% | +10.0% |
| YTD | +9.2% | +31.4% | -22.2% | -5.5% |
| 1Y | +2.9% | +24.1% | -21.2% | -8.7% |
| 3Y | +41.1% | +28.8% | +12.3% | +18.8% |
| 5Y | +11.0% | +15.8% | -4.8% | -3.2% |
| All | +338.5% | +191.6% | +146.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling