+50.5%
SHW vs COMP
-49.2%
+99.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.3% |
| 7D | +1.6% | +14.5% | -13.0% | -0.1% |
| 30D | +12.1% | +14.9% | -2.8% | +10.1% |
| 3M | -3.0% | -14.2% | +11.3% | -1.6% |
| 6M | +13.5% | +23.7% | -10.2% | +10.2% |
| YTD | +11.2% | +2.1% | +9.2% | +9.0% |
| 1Y | +6.2% | +26.2% | -20.0% | +1.6% |
| 3Y | +45.6% | +470.9% | -425.3% | +14.7% |
| 5Y | +15.6% | -14.0% | +29.6% | -4.1% |
| All | +50.5% | -49.2% | +99.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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