+338.5%
SHW vs EXC
+201.2%
+137.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | +8.4% | +7.8% | +0.6% | +4.8% |
| 3M | -2.2% | +1.9% | -4.1% | -3.1% |
| 6M | +13.3% | +3.4% | +10.0% | +11.5% |
| YTD | +9.2% | +7.6% | +1.6% | +5.0% |
| 1Y | +2.9% | +2.1% | +0.8% | +1.2% |
| 3Y | +41.1% | +29.6% | +11.5% | +21.8% |
| 5Y | +11.0% | +39.5% | -28.6% | -8.6% |
| All | +338.5% | +201.2% | +137.3% | +174.7% |
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