+20,418.4%
SHW vs EXC
+2,353.7%
+18,064.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -9.5% | -3.7% | -5.8% | -8.5% |
| 3M | +11.5% | -1.3% | +12.7% | +11.8% |
| 6M | -3.5% | -9.7% | +6.2% | -0.7% |
| YTD | +3.7% | +2.9% | +0.8% | +2.5% |
| 1Y | -7.9% | +4.4% | -12.3% | -9.5% |
| 3Y | +24.7% | +22.2% | +2.5% | +15.8% |
| 5Y | +13.6% | +46.7% | -33.1% | -0.2% |
| 10Y | +283.0% | +155.3% | +127.6% | +185.0% |
| All | +20,418.4% | +2,353.7% | +18,064.7% | +8,028.2% |
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 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