+21,057.3%
SHW vs COO
+5,356.1%
+15,701.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +3.5% | +4.7% | -1.3% | +3.1% |
| 30D | +9.2% | +13.9% | -4.7% | +8.2% |
| 3M | -5.1% | -14.9% | +9.9% | -4.0% |
| 6M | +6.8% | +2.0% | +4.8% | +6.6% |
| YTD | +7.0% | -23.9% | +30.9% | +9.2% |
| 1Y | +4.1% | -9.6% | +13.7% | +4.8% |
| 3Y | +41.1% | -25.4% | +66.5% | +43.6% |
| 5Y | +12.9% | -41.2% | +54.0% | +16.6% |
| 10Y | +366.3% | +42.1% | +324.3% | +356.6% |
| All | +21,057.3% | +5,356.1% | +15,701.1% | +17,486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling