+44.7%
SHW vs COMP
-52.0%
+96.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -2.7% |
| 7D | +3.5% | +13.4% | -10.0% | +1.9% |
| 30D | +9.2% | +11.1% | -1.9% | +7.7% |
| 3M | -5.1% | -18.8% | +13.7% | -3.1% |
| 6M | +6.8% | +10.5% | -3.7% | +5.0% |
| YTD | +7.0% | -3.4% | +10.4% | +5.5% |
| 1Y | +4.1% | +19.7% | -15.6% | +0.2% |
| 3Y | +41.1% | +381.6% | -340.5% | +13.1% |
| 5Y | +12.9% | -17.6% | +30.5% | -5.7% |
| All | +44.7% | -52.0% | +96.7% | +22.3% |
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