+284.1%
SHW vs CI
+143.6%
+140.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -11.4% | +0.5% | -11.9% | -11.6% |
| 3M | +3.5% | -5.2% | +8.7% | +4.8% |
| 6M | -3.4% | +4.3% | -7.7% | -5.0% |
| YTD | -0.3% | +2.8% | -3.1% | -1.9% |
| 1Y | -10.4% | -5.8% | -4.6% | -10.3% |
| 3Y | +21.3% | +4.7% | +16.6% | +14.2% |
| 5Y | +12.9% | +42.7% | -29.8% | -6.1% |
| 10Y | +284.1% | +141.0% | +143.1% | +155.1% |
| All | +284.1% | +143.6% | +140.5% | +155.1% |
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