+10.5%
SHW vs COPX
+167.3%
-156.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +0.3% |
| 7D | -4.5% | -2.9% | -1.6% | -4.0% |
| 30D | -12.7% | 0.0% | -12.7% | -12.8% |
| 3M | +4.7% | +14.8% | -10.1% | +1.4% |
| 6M | -3.4% | +7.0% | -10.5% | -5.9% |
| YTD | -1.3% | +23.8% | -25.2% | -7.0% |
| 1Y | -10.4% | +75.7% | -86.1% | -21.4% |
| 3Y | +20.1% | +156.4% | -136.3% | -4.9% |
| 5Y | +10.5% | +167.6% | -157.1% | -14.3% |
| All | +10.5% | +167.3% | -156.8% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling