+560.5%
SHW vs AR
-32.8%
+593.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.8% |
| 7D | +5.7% | -11.7% | +17.4% | +6.4% |
| 30D | +8.7% | +1.8% | +6.8% | +8.5% |
| 3M | -5.4% | +6.0% | -11.3% | -5.9% |
| 6M | +12.2% | -7.0% | +19.3% | +12.4% |
| YTD | +8.5% | +5.6% | +2.9% | +7.5% |
| 1Y | +4.9% | +10.8% | -5.9% | +3.6% |
| 3Y | +42.8% | +19.3% | +23.5% | +38.8% |
| 5Y | +14.5% | +73.3% | -58.8% | +7.1% |
| 10Y | +373.0% | +47.6% | +325.4% | +333.3% |
| All | +560.5% | -32.8% | +593.3% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling