+48.0%
SHW vs EXE
+191.4%
-143.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -3.2% | -0.3% | -3.0% | -3.2% |
| 30D | -9.5% | +8.5% | -18.0% | -10.0% |
| 3M | +11.5% | +5.5% | +6.0% | +11.0% |
| 6M | -3.5% | -5.9% | +2.4% | -3.2% |
| YTD | +3.7% | -9.7% | +13.4% | +4.4% |
| 1Y | -7.9% | +3.6% | -11.5% | -8.6% |
| 3Y | +24.7% | +18.0% | +6.7% | +21.3% |
| 5Y | +13.6% | +109.4% | -95.8% | +10.3% |
| All | +48.0% | +191.4% | -143.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling