+4.5%
SHW vs APD
+25.0%
-20.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | +3.8% | -1.9% | +0.7% |
| 30D | +8.1% | +8.2% | -0.1% | +5.9% |
| 3M | -2.8% | +4.3% | -7.1% | -3.9% |
| 6M | +15.0% | +4.7% | +10.3% | +13.9% |
| YTD | +9.0% | +31.5% | -22.5% | +0.1% |
| 1Y | +4.5% | +23.5% | -19.1% | -2.1% |
| All | +4.5% | +25.0% | -20.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling