+55.5%
SHW vs EXE
+165.2%
-109.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.9% | +5.3% | -3.4% | +1.6% |
| 30D | +8.1% | -2.2% | +10.3% | +8.2% |
| 3M | -2.8% | -5.9% | +3.1% | -2.5% |
| 6M | +15.0% | -5.7% | +20.8% | +15.3% |
| YTD | +9.0% | -17.8% | +26.8% | +10.3% |
| 1Y | +4.5% | -23.1% | +27.6% | +6.3% |
| 3Y | +41.9% | +21.2% | +20.7% | +37.1% |
| 5Y | +10.7% | +78.8% | -68.1% | +8.1% |
| All | +55.5% | +165.2% | -109.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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