+5,934.5%
SHW vs EXEL
+347.1%
+5,587.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | +11.1% | +18.2% | -7.1% | +9.1% |
| 3M | -2.2% | +37.7% | -39.9% | -5.5% |
| 6M | +14.3% | +42.2% | -27.9% | +10.0% |
| YTD | +10.6% | +61.3% | -50.7% | +4.7% |
| 1Y | +4.1% | +64.5% | -60.4% | -1.7% |
| 3Y | +42.9% | +236.7% | -193.8% | +23.5% |
| 5Y | +14.2% | +296.3% | -282.1% | -3.9% |
| 10Y | +346.7% | +331.1% | +15.6% | +255.1% |
| All | +5,934.5% | +347.1% | +5,587.4% | +3,140.9% |
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 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