+282.9%
SHW vs CB
+219.1%
+63.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.3% |
| 7D | -3.2% | +0.5% | -3.7% | -3.5% |
| 30D | -9.5% | -3.1% | -6.4% | -8.4% |
| 3M | +11.5% | +9.0% | +2.5% | +6.9% |
| 6M | -3.5% | +2.9% | -6.4% | -5.2% |
| YTD | +3.7% | +10.1% | -6.4% | -1.2% |
| 1Y | -7.9% | +22.8% | -30.7% | -16.7% |
| 3Y | +24.7% | +73.8% | -49.1% | -4.9% |
| 5Y | +13.6% | +99.2% | -85.6% | -19.6% |
| All | +282.9% | +219.1% | +63.7% | +111.4% |
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