+531.6%
SHW vs AR
-27.2%
+558.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -3.2% | +2.5% | -5.7% | -3.4% |
| 30D | -9.5% | +14.8% | -24.3% | -10.3% |
| 3M | +11.5% | +6.2% | +5.2% | +10.9% |
| 6M | -3.5% | +4.3% | -7.8% | -4.1% |
| YTD | +3.7% | +14.4% | -10.6% | +2.4% |
| 1Y | -7.9% | +21.3% | -29.2% | -9.5% |
| 3Y | +24.7% | +39.8% | -15.1% | +20.1% |
| 5Y | +13.6% | +142.1% | -128.5% | +4.2% |
| 10Y | +283.0% | +52.0% | +230.9% | +251.6% |
| All | +531.6% | -27.2% | +558.8% | +503.2% |
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