+23.4%
SHW vs EXE
+21.0%
+2.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -11.6% | +6.4% | -18.0% | -11.6% |
| 3M | +9.1% | +9.2% | -0.1% | +9.0% |
| 6M | -0.7% | -7.0% | +6.3% | -0.1% |
| YTD | +1.4% | -9.5% | +10.8% | +2.1% |
| 1Y | -12.3% | +6.2% | -18.5% | -12.8% |
| 3Y | +23.4% | +20.7% | +2.6% | +19.1% |
| All | +23.4% | +21.0% | +2.4% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling