+10.2%
SHW vs CAPR
+172.3%
-162.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | +1.9% | +5.9% | -4.0% | +1.9% |
| 30D | +8.1% | +44.6% | -36.6% | +7.8% |
| 3M | -2.8% | +126.4% | -129.1% | -3.3% |
| 6M | +15.0% | -68.6% | +83.6% | +15.3% |
| YTD | +9.0% | -67.0% | +76.0% | +9.1% |
| 1Y | +4.5% | +65.2% | -60.7% | +1.7% |
| 3Y | +41.9% | +235.6% | -193.7% | +29.8% |
| All | +10.2% | +172.3% | -162.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling