+551.2%
SHW vs AR
-33.4%
+584.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +3.5% | -14.3% | +17.7% | +4.3% |
| 30D | +9.2% | +1.4% | +7.8% | +9.0% |
| 3M | -5.1% | +3.4% | -8.5% | -5.4% |
| 6M | +6.8% | -2.1% | +8.9% | +6.6% |
| YTD | +7.0% | +4.7% | +2.3% | +6.0% |
| 1Y | +4.1% | +10.6% | -6.5% | +2.8% |
| 3Y | +41.1% | +24.6% | +16.5% | +36.6% |
| 5Y | +12.9% | +71.9% | -59.0% | +5.7% |
| 10Y | +366.3% | +46.4% | +320.0% | +327.4% |
| All | +551.2% | -33.4% | +584.6% | +524.2% |
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