+43.9%
SHW vs EXPD
+75.1%
-31.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.6% |
| 7D | -2.1% | -1.6% | -0.6% | -1.7% |
| 30D | +11.1% | +0.6% | +10.5% | +10.8% |
| 3M | -2.2% | +9.8% | -12.0% | -4.8% |
| 6M | +14.3% | +25.8% | -11.4% | +7.2% |
| YTD | +10.6% | +31.3% | -20.7% | +1.2% |
| 1Y | +4.1% | +40.9% | -36.9% | -7.3% |
| All | +43.9% | +75.1% | -31.2% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling