+340.7%
SHW vs EXC
+183.9%
+156.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +4.2% | +0.1% | +4.2% | +4.2% |
| 30D | +11.3% | +9.0% | +2.2% | +7.0% |
| 3M | -1.8% | +3.3% | -5.1% | -3.3% |
| 6M | +12.7% | +5.7% | +7.0% | +9.7% |
| YTD | +10.4% | +7.3% | +3.1% | +6.2% |
| 1Y | +4.7% | +2.9% | +1.8% | +2.6% |
| 3Y | +42.7% | +29.3% | +13.4% | +23.3% |
| 5Y | +14.5% | +40.1% | -25.5% | -5.8% |
| 10Y | +340.7% | +197.7% | +143.1% | +171.4% |
| All | +340.7% | +183.9% | +156.8% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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