+15.3%
SHW vs CP
+32.0%
-16.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.2% | -2.7% | -0.6% | -2.1% |
| 30D | -9.5% | +0.2% | -9.7% | -9.6% |
| 3M | +11.5% | +2.6% | +8.9% | +10.0% |
| 6M | -3.5% | +6.0% | -9.5% | -6.3% |
| YTD | +3.7% | +24.9% | -21.2% | -6.3% |
| 1Y | -7.9% | +20.1% | -28.0% | -15.5% |
| 3Y | +24.7% | +16.4% | +8.3% | +13.7% |
| All | +15.3% | +32.0% | -16.7% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling