+356.5%
SHW vs CP
+261.0%
+95.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.1% |
| 7D | +1.6% | +2.8% | -1.2% | +0.4% |
| 30D | +12.1% | +11.3% | +0.7% | +6.6% |
| 3M | -3.0% | +2.9% | -5.8% | -4.2% |
| 6M | +13.5% | +9.8% | +3.8% | +8.5% |
| YTD | +11.2% | +28.5% | -17.3% | -1.5% |
| 1Y | +6.2% | +33.5% | -27.3% | -7.7% |
| 3Y | +45.6% | +31.9% | +13.7% | +24.8% |
| 5Y | +15.6% | +25.5% | -9.9% | -0.3% |
| 10Y | +356.5% | +257.6% | +98.9% | +141.6% |
| All | +356.5% | +261.0% | +95.5% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling