+42.2%
SHW vs EXE
+187.5%
-145.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -3.2% | -2.7% | -0.5% | -3.0% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | +3.5% | +9.5% | -6.0% | +2.8% |
| 6M | -3.4% | -9.3% | +6.0% | -2.7% |
| YTD | -0.3% | -10.9% | +10.6% | +0.4% |
| 1Y | -10.4% | +4.3% | -14.7% | -11.2% |
| 3Y | +21.3% | +18.8% | +2.5% | +17.9% |
| 5Y | +12.9% | +101.4% | -88.6% | +9.7% |
| All | +42.2% | +187.5% | -145.3% | +40.8% |
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