+1,391.3%
SHW vs CBOE
+1,025.9%
+365.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -1.2% | -4.6% | +3.5% | -0.1% |
| 30D | -11.6% | +2.6% | -14.2% | -12.3% |
| 3M | +9.1% | +4.9% | +4.2% | +6.9% |
| 6M | -0.7% | -2.2% | +1.5% | -1.7% |
| YTD | +1.4% | +17.7% | -16.4% | -4.8% |
| 1Y | -12.3% | +26.1% | -38.3% | -19.3% |
| 3Y | +23.4% | +97.1% | -73.7% | -2.1% |
| 5Y | +15.0% | +149.2% | -134.2% | -15.7% |
| 10Y | +278.3% | +385.1% | -106.8% | +123.8% |
| All | +1,391.3% | +1,025.9% | +365.4% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling