+21,748.4%
SHW vs EXC
+2,460.0%
+19,288.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | -1.8% | +3.3% | -5.1% | -2.8% |
| 6M | +12.7% | +5.7% | +7.0% | +10.8% |
| YTD | +10.4% | +7.3% | +3.1% | +7.8% |
| 1Y | +4.7% | +2.9% | +1.8% | +3.4% |
| 3Y | +42.7% | +29.3% | +13.4% | +30.4% |
| 5Y | +14.5% | +40.1% | -25.5% | +2.0% |
| 10Y | +340.7% | +197.7% | +143.1% | +215.7% |
| All | +21,748.4% | +2,460.0% | +19,288.4% | +8,446.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling