+1,478.0%
SHW vs COPX
+198.0%
+1,280.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.3% |
| 7D | -1.2% | +5.8% | -6.9% | -2.6% |
| 30D | -11.6% | +7.2% | -18.8% | -13.2% |
| 3M | +9.1% | +16.5% | -7.4% | +4.4% |
| 6M | -0.7% | +18.4% | -19.1% | -6.0% |
| YTD | +1.4% | +31.9% | -30.6% | -7.3% |
| 1Y | -12.3% | +88.5% | -100.8% | -27.0% |
| 3Y | +23.4% | +173.1% | -149.7% | -9.0% |
| 5Y | +15.0% | +193.1% | -178.1% | -19.0% |
| 10Y | +278.3% | +591.7% | -313.4% | +96.1% |
| All | +1,478.0% | +198.0% | +1,280.0% | +844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling