+26.4%
SHW vs EXC
+21.5%
+4.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.5% | -3.7% | -5.8% | -8.6% |
| 3M | +11.5% | -1.3% | +12.7% | +11.8% |
| 6M | -3.5% | -9.7% | +6.2% | -1.3% |
| YTD | +3.7% | +2.9% | +0.8% | +2.8% |
| 1Y | -7.9% | +4.4% | -12.3% | -9.2% |
| All | +26.4% | +21.5% | +4.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling