+41.9%
SHW vs APD
+29.7%
+12.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.6% |
| 3M | -2.8% | +4.3% | -7.1% | -4.0% |
| 6M | +15.0% | +4.7% | +10.3% | +13.3% |
| YTD | +9.0% | +31.5% | -22.5% | -0.6% |
| 1Y | +4.5% | +23.5% | -19.1% | -2.9% |
| 3Y | +41.9% | +29.1% | +12.7% | +32.0% |
| All | +41.9% | +29.7% | +12.1% | +32.0% |
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