+13.8%
SHW vs COMP
-25.6%
+39.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -3.0% |
| 7D | +5.7% | -1.8% | +7.5% | +6.0% |
| 30D | +8.7% | -0.8% | +9.4% | +8.7% |
| 3M | -5.4% | -28.1% | +22.8% | -1.7% |
| 6M | +12.2% | +27.0% | -14.8% | +8.4% |
| YTD | +8.5% | -12.8% | +21.2% | +8.3% |
| 1Y | +4.9% | +4.9% | 0.0% | +2.5% |
| 3Y | +42.8% | +321.0% | -278.2% | +14.8% |
| All | +13.8% | -25.6% | +39.4% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling