+14.5%
SHW vs COMP
-18.6%
+33.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.2% |
| 7D | +4.2% | +7.2% | -2.9% | +3.2% |
| 30D | +11.3% | +6.4% | +4.9% | +10.2% |
| 3M | -1.8% | -19.4% | +17.6% | +0.4% |
| 6M | +12.7% | +14.6% | -1.9% | +10.2% |
| YTD | +10.4% | -5.5% | +15.9% | +9.1% |
| 1Y | +4.7% | +13.7% | -8.9% | +1.2% |
| 3Y | +42.7% | +409.7% | -367.0% | +12.0% |
| 5Y | +14.5% | -17.0% | +31.6% | -1.9% |
| All | +14.5% | -18.6% | +33.2% | -1.9% |
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