+42.1%
SHW vs AR
+48.5%
-6.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +0.7% | +6.4% | -5.7% | +0.8% |
| 30D | +8.4% | +3.1% | +5.3% | +8.4% |
| 3M | -2.2% | +3.3% | -5.5% | -2.2% |
| 6M | +13.3% | +6.6% | +6.8% | +13.5% |
| YTD | +9.2% | +12.3% | -3.1% | +8.7% |
| 1Y | +2.9% | +12.3% | -9.4% | +2.4% |
| All | +42.1% | +48.5% | -6.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling