+337.7%
SHW vs CI
+146.2%
+191.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.9% | +1.2% | +0.8% | +1.6% |
| 30D | +8.1% | +2.6% | +5.5% | +7.4% |
| 3M | -2.8% | +7.4% | -10.2% | -4.8% |
| 6M | +15.0% | -0.1% | +15.1% | +14.7% |
| YTD | +9.0% | +9.7% | -0.7% | +5.3% |
| 1Y | +4.5% | +12.1% | -7.6% | +0.3% |
| 3Y | +41.9% | +7.0% | +34.8% | +33.3% |
| 5Y | +10.7% | +49.7% | -39.0% | -9.0% |
| All | +337.7% | +146.2% | +191.5% | +191.9% |
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