+14.8%
SHW vs EXEL
+191.3%
-176.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -1.2% | +1.4% | -2.5% | -1.3% |
| 30D | -11.6% | +6.7% | -18.3% | -12.4% |
| 3M | +9.1% | +11.5% | -2.3% | +7.5% |
| 6M | -0.7% | +38.8% | -39.5% | -4.9% |
| YTD | +1.4% | +31.6% | -30.2% | -2.5% |
| 1Y | -12.3% | +53.0% | -65.3% | -17.4% |
| 3Y | +23.4% | +160.8% | -137.5% | +6.4% |
| All | +14.8% | +191.3% | -176.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling