+5,560.5%
SHW vs EXEL
+273.2%
+5,287.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | +8.4% | -11.6% | -4.1% |
| 30D | -9.5% | +4.1% | -13.6% | -10.0% |
| 3M | +11.5% | +12.4% | -1.0% | +10.0% |
| 6M | -3.5% | +41.5% | -45.1% | -7.2% |
| YTD | +3.7% | +34.6% | -30.9% | +0.2% |
| 1Y | -7.9% | +57.9% | -65.8% | -12.8% |
| 3Y | +24.7% | +159.5% | -134.8% | +10.7% |
| 5Y | +13.6% | +198.5% | -184.9% | -1.6% |
| 10Y | +283.0% | +411.4% | -128.4% | +198.0% |
| All | +5,560.5% | +273.2% | +5,287.3% | +2,999.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling