+15.3%
SHW vs EXC
+47.1%
-31.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.5% | -3.7% | -5.8% | -8.2% |
| 3M | +11.5% | -1.3% | +12.7% | +11.9% |
| 6M | -3.5% | -9.7% | +6.2% | +0.1% |
| YTD | +3.7% | +2.9% | +0.8% | +2.0% |
| 1Y | -7.9% | +4.4% | -12.3% | -10.2% |
| 3Y | +24.7% | +22.2% | +2.5% | +11.9% |
| All | +15.3% | +47.1% | -31.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling