+26.4%
SHW vs APD
+11.2%
+15.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | -9.5% | +2.1% | -11.6% | -10.1% |
| 3M | +11.5% | +7.2% | +4.3% | +9.1% |
| 6M | -3.5% | +11.2% | -14.8% | -6.9% |
| YTD | +3.7% | +24.4% | -20.7% | -3.4% |
| 1Y | -7.9% | +6.7% | -14.6% | -10.1% |
| All | +26.4% | +11.2% | +15.2% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling