+7.0%
SHW vs CP
+35.2%
-28.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.2% | +4.6% |
| 7D | +13.3% | +5.6% | +7.7% | +10.0% |
| 30D | +14.1% | +10.0% | +4.1% | +8.5% |
| 3M | +0.8% | +4.4% | -3.6% | -1.7% |
| 6M | +17.6% | +14.1% | +3.6% | +9.1% |
| YTD | +13.0% | +29.1% | -16.1% | -1.8% |
| 1Y | +7.0% | +34.6% | -27.6% | -9.7% |
| All | +7.0% | +35.2% | -28.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling