+5.5%
SHW vs CAPR
+64.2%
-58.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +4.0% |
| 7D | +1.6% | +36.0% | -34.5% | +1.6% |
| 30D | +12.1% | +25.8% | -13.7% | +12.1% |
| 3M | -3.0% | +140.8% | -143.8% | -2.9% |
| 6M | +13.5% | -67.6% | +81.1% | +13.6% |
| YTD | +11.2% | -65.9% | +77.1% | +11.3% |
| All | +5.5% | +64.2% | -58.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling