+10.6%
SHW vs AS
+120.4%
-109.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.1% | -0.2% |
| 7D | -3.2% | -4.9% | +1.7% | -2.4% |
| 30D | -9.5% | -19.6% | +10.1% | -6.3% |
| 3M | +11.5% | -14.4% | +25.8% | +14.2% |
| 6M | -3.5% | -20.1% | +16.6% | -0.5% |
| YTD | +3.7% | -20.9% | +24.7% | +6.9% |
| 1Y | -7.9% | -21.9% | +14.0% | -5.1% |
| All | +10.6% | +120.4% | -109.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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