+356.5%
SHW vs CAPR
-64.9%
+421.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +3.9% |
| 7D | +1.6% | +36.0% | -34.5% | +1.2% |
| 30D | +12.1% | +25.8% | -13.7% | +11.7% |
| 3M | -3.0% | +140.8% | -143.8% | -4.4% |
| 6M | +13.5% | -67.6% | +81.1% | +14.0% |
| YTD | +11.2% | -65.9% | +77.1% | +11.5% |
| 1Y | +6.2% | +66.1% | -59.9% | +0.7% |
| 3Y | +45.6% | +256.9% | -211.2% | +31.7% |
| 5Y | +15.6% | +172.1% | -156.5% | +3.8% |
| 10Y | +356.5% | -64.7% | +421.2% | +286.0% |
| All | +356.5% | -64.9% | +421.4% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling