+12.0%
SHW vs CBOE
+136.7%
-124.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.1% |
| 7D | -3.1% | -5.8% | +2.7% | -2.5% |
| 30D | -10.0% | -3.1% | -6.9% | -9.8% |
| 3M | +2.3% | -4.8% | +7.0% | +2.7% |
| 6M | +0.7% | -0.6% | +1.2% | -0.4% |
| YTD | +0.5% | +12.8% | -12.3% | -3.3% |
| 1Y | -11.5% | +19.8% | -31.2% | -16.0% |
| 3Y | +21.3% | +86.9% | -65.6% | -1.6% |
| All | +12.0% | +136.7% | -124.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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