+1,827.4%
SHW vs CAPR
-99.1%
+1,926.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.4% |
| 7D | +3.5% | +41.1% | -37.6% | +3.2% |
| 30D | +9.2% | +11.1% | -1.9% | +9.1% |
| 3M | -5.1% | +115.3% | -120.4% | -5.8% |
| 6M | +6.8% | -73.8% | +80.7% | +7.3% |
| YTD | +7.0% | -68.8% | +75.8% | +7.2% |
| 1Y | +4.1% | +43.3% | -39.2% | +1.1% |
| 3Y | +41.1% | +214.7% | -173.6% | +34.3% |
| 5Y | +12.9% | +141.3% | -128.4% | +7.1% |
| 10Y | +366.3% | -67.0% | +433.4% | +331.9% |
| All | +1,827.4% | -99.1% | +1,926.5% | +1,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling