+278.3%
SHW vs EXC
+154.0%
+124.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -11.6% | -2.7% | -8.9% | -10.5% |
| 3M | +9.1% | -1.0% | +10.1% | +9.4% |
| 6M | -0.7% | -9.3% | +8.6% | +3.4% |
| YTD | +1.4% | +3.6% | -2.3% | -0.9% |
| 1Y | -12.3% | +5.9% | -18.2% | -15.3% |
| 3Y | +23.4% | +21.3% | +2.1% | +10.0% |
| 5Y | +15.0% | +46.2% | -31.2% | -7.0% |
| 10Y | +278.3% | +151.5% | +126.8% | +158.0% |
| All | +278.3% | +154.0% | +124.2% | +158.0% |
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