+5,927.4%
SHW vs EXEL
+346.4%
+5,581.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | +11.3% | +17.9% | -6.6% | +9.3% |
| 3M | -1.8% | +33.3% | -35.1% | -4.8% |
| 6M | +12.7% | +46.6% | -33.8% | +8.1% |
| YTD | +10.4% | +61.0% | -50.6% | +4.6% |
| 1Y | +4.7% | +70.4% | -65.7% | -1.4% |
| 3Y | +42.7% | +236.1% | -193.4% | +23.4% |
| 5Y | +14.5% | +284.8% | -270.3% | -3.3% |
| 10Y | +340.7% | +348.4% | -7.7% | +248.9% |
| All | +5,927.4% | +346.4% | +5,581.0% | +3,137.6% |
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