+346.7%
SHW vs CB
+248.4%
+98.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +11.1% | +7.3% | +3.8% | +7.9% |
| 3M | -2.2% | +7.0% | -9.2% | -5.0% |
| 6M | +14.3% | +16.3% | -2.0% | +6.6% |
| YTD | +10.6% | +19.7% | -9.2% | +1.6% |
| 1Y | +4.1% | +27.8% | -23.7% | -7.2% |
| 3Y | +42.9% | +72.0% | -29.2% | +9.8% |
| 5Y | +14.2% | +104.9% | -90.7% | -20.0% |
| 10Y | +346.7% | +246.7% | +100.0% | +138.7% |
| All | +346.7% | +248.4% | +98.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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