+340.7%
SHW vs CI
+147.8%
+192.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.5% |
| 7D | +4.2% | +2.6% | +1.6% | +3.5% |
| 30D | +11.3% | +7.3% | +3.9% | +9.1% |
| 3M | -1.8% | +9.5% | -11.3% | -4.4% |
| 6M | +12.7% | +6.4% | +6.3% | +10.3% |
| YTD | +10.4% | +12.0% | -1.6% | +6.1% |
| 1Y | +4.7% | +20.1% | -15.4% | -1.5% |
| 3Y | +42.7% | +9.6% | +33.1% | +33.2% |
| 5Y | +14.5% | +52.7% | -38.2% | -6.4% |
| 10Y | +340.7% | +150.3% | +190.5% | +190.6% |
| All | +340.7% | +147.8% | +192.9% | +190.6% |
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