+4,805.9%
SHW vs AU
+783.5%
+4,022.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -11.6% | +12.8% | -24.4% | -12.3% |
| 3M | +9.1% | +28.5% | -19.3% | +7.4% |
| 6M | -0.7% | +4.8% | -5.5% | -1.3% |
| YTD | +1.4% | +31.0% | -29.6% | -0.7% |
| 1Y | -12.3% | +81.4% | -93.7% | -15.7% |
| 3Y | +23.4% | +618.4% | -595.1% | +8.8% |
| 5Y | +15.0% | +686.3% | -671.3% | -0.1% |
| 10Y | +278.3% | +664.5% | -386.2% | +220.7% |
| All | +4,805.9% | +783.5% | +4,022.4% | +3,794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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