+57.6%
SHW vs EXE
+161.7%
-104.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.9% |
| 7D | +4.2% | -2.2% | +6.5% | +4.4% |
| 30D | +11.3% | -0.3% | +11.6% | +11.2% |
| 3M | -1.8% | -9.3% | +7.5% | -1.3% |
| 6M | +12.7% | -7.2% | +19.9% | +13.1% |
| YTD | +10.4% | -18.9% | +29.4% | +11.8% |
| 1Y | +4.7% | -21.7% | +26.4% | +6.3% |
| 3Y | +42.7% | +21.0% | +21.7% | +37.9% |
| 5Y | +14.5% | +76.0% | -61.4% | +11.9% |
| All | +57.6% | +161.7% | -104.1% | +56.8% |
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 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