+338.8%
SHW vs AR
+47.5%
+291.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +3.5% | -14.3% | +17.7% | +4.1% |
| 30D | +9.2% | +1.4% | +7.8% | +9.1% |
| 3M | -5.1% | +3.4% | -8.5% | -5.4% |
| 6M | +6.8% | -2.1% | +8.9% | +6.7% |
| YTD | +7.0% | +4.7% | +2.3% | +6.1% |
| 1Y | +4.1% | +10.6% | -6.5% | +2.9% |
| 3Y | +41.1% | +24.6% | +16.5% | +37.2% |
| 5Y | +12.9% | +71.9% | -59.0% | +6.8% |
| All | +338.8% | +47.5% | +291.3% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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