+2.9%
SHW vs EXEL
+62.5%
-59.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +0.7% | +1.6% | -1.0% | +0.4% |
| 30D | +8.4% | +17.4% | -8.9% | +5.3% |
| 3M | -2.2% | +38.6% | -40.8% | -8.0% |
| 6M | +13.3% | +41.2% | -27.9% | +6.9% |
| YTD | +9.2% | +59.3% | -50.1% | +0.9% |
| 1Y | +2.9% | +60.2% | -57.3% | -4.9% |
| All | +2.9% | +62.5% | -59.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling