+356.5%
SHW vs EXPD
+334.2%
+22.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.8% |
| 7D | +1.6% | -5.5% | +7.0% | +4.0% |
| 30D | +12.1% | -1.9% | +14.0% | +12.9% |
| 3M | -3.0% | +6.1% | -9.1% | -5.9% |
| 6M | +13.5% | +21.6% | -8.1% | +3.1% |
| YTD | +11.2% | +27.9% | -16.6% | -3.1% |
| 1Y | +6.2% | +39.4% | -33.2% | -11.5% |
| 3Y | +45.6% | +72.7% | -27.0% | +5.7% |
| 5Y | +15.6% | +60.3% | -44.7% | -14.5% |
| 10Y | +356.5% | +332.6% | +23.9% | +90.6% |
| All | +356.5% | +334.2% | +22.3% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling