+15.6%
SHW vs ATI
+958.1%
-942.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.1% | +3.1% |
| 7D | +1.6% | +6.0% | -4.4% | +0.4% |
| 30D | +12.1% | -3.6% | +15.7% | +12.5% |
| 3M | -3.0% | -18.9% | +15.9% | +0.4% |
| 6M | +13.5% | +16.7% | -3.2% | +8.8% |
| YTD | +11.2% | +61.1% | -49.8% | 0.0% |
| 1Y | +6.2% | +89.3% | -83.1% | -7.4% |
| 3Y | +45.6% | +333.3% | -287.7% | +4.0% |
| 5Y | +15.6% | +954.5% | -938.9% | -23.2% |
| All | +15.6% | +958.1% | -942.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling