+278.3%
SHW vs APD
+161.1%
+117.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -11.6% | -1.9% | -9.7% | -10.8% |
| 3M | +9.1% | +8.2% | +0.9% | +4.5% |
| 6M | -0.7% | +10.7% | -11.4% | -6.3% |
| YTD | +1.4% | +22.9% | -21.6% | -9.6% |
| 1Y | -12.3% | +5.8% | -18.1% | -16.1% |
| 3Y | +23.4% | +7.8% | +15.6% | +13.2% |
| 5Y | +15.0% | +26.1% | -11.1% | -5.4% |
| 10Y | +278.3% | +163.7% | +114.6% | +76.9% |
| All | +278.3% | +161.1% | +117.2% | +76.9% |
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