+356.5%
SHW vs CI
+158.0%
+198.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +1.6% | +0.1% | +1.4% | +1.6% |
| 30D | +12.1% | +4.7% | +7.4% | +10.7% |
| 3M | -3.0% | +5.2% | -8.2% | -4.4% |
| 6M | +13.5% | +3.8% | +9.7% | +11.9% |
| YTD | +11.2% | +9.2% | +2.0% | +7.7% |
| 1Y | +6.2% | +14.3% | -8.0% | +1.4% |
| 3Y | +45.6% | +8.4% | +37.2% | +36.3% |
| 5Y | +15.6% | +50.0% | -34.5% | -5.0% |
| 10Y | +356.5% | +142.2% | +214.3% | +206.8% |
| All | +356.5% | +158.0% | +198.4% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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