+16.7%
SHW vs AUR
-35.0%
+51.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.2% | +11.1% | -14.3% | -4.0% |
| 30D | -11.4% | -6.9% | -4.5% | -11.0% |
| 3M | +3.5% | +5.5% | -2.0% | +2.8% |
| 6M | -3.4% | +41.0% | -44.4% | -6.7% |
| YTD | -0.3% | +69.3% | -69.6% | -5.3% |
| 1Y | -10.4% | +14.0% | -24.5% | -12.7% |
| 3Y | +21.3% | +90.1% | -68.8% | +6.9% |
| 5Y | +12.9% | -34.4% | +47.3% | -1.6% |
| All | +16.7% | -35.0% | +51.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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