+356.5%
SHW vs CB
+246.2%
+110.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | +12.1% | +6.5% | +5.6% | +9.2% |
| 3M | -3.0% | +4.1% | -7.0% | -4.6% |
| 6M | +13.5% | +14.4% | -0.9% | +6.6% |
| YTD | +11.2% | +17.5% | -6.3% | +3.1% |
| 1Y | +6.2% | +27.5% | -21.3% | -5.2% |
| 3Y | +45.6% | +71.6% | -26.0% | +12.0% |
| 5Y | +15.6% | +100.6% | -85.0% | -18.3% |
| 10Y | +356.5% | +243.0% | +113.5% | +144.5% |
| All | +356.5% | +246.2% | +110.3% | +144.5% |
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