+280.4%
SHW vs COPX
+583.8%
-303.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | -10.0% | +0.3% | -10.3% | -10.3% |
| 3M | +2.3% | +6.8% | -4.6% | -0.2% |
| 6M | +0.7% | +7.9% | -7.3% | -2.9% |
| YTD | +0.5% | +23.7% | -23.2% | -7.2% |
| 1Y | -11.5% | +71.5% | -83.0% | -25.6% |
| 3Y | +21.3% | +149.1% | -127.8% | -10.8% |
| 5Y | +12.5% | +167.3% | -154.8% | -21.6% |
| All | +280.4% | +583.8% | -303.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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