+273.5%
SHW vs EXEL
+386.3%
-112.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -4.5% | -2.9% | -1.6% | -4.1% |
| 30D | -12.7% | +11.9% | -24.6% | -14.1% |
| 3M | +4.7% | +9.2% | -4.5% | +3.3% |
| 6M | -3.4% | +39.1% | -42.5% | -7.9% |
| YTD | -1.3% | +31.0% | -32.4% | -5.3% |
| 1Y | -10.4% | +52.3% | -62.7% | -16.0% |
| 3Y | +20.1% | +159.7% | -139.7% | +2.8% |
| 5Y | +10.5% | +187.7% | -177.2% | -8.2% |
| All | +273.5% | +386.3% | -112.8% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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