+21,359.2%
SHW vs EXPD
+30,870.6%
-9,511.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.0% |
| 7D | +5.7% | -4.8% | +10.5% | +6.9% |
| 30D | +8.7% | -1.5% | +10.2% | +9.0% |
| 3M | -5.4% | +4.1% | -9.5% | -6.4% |
| 6M | +12.2% | +24.0% | -11.8% | +6.6% |
| YTD | +8.5% | +27.4% | -18.9% | +1.6% |
| 1Y | +4.9% | +38.4% | -33.4% | -3.6% |
| 3Y | +42.8% | +73.2% | -30.3% | +23.8% |
| 5Y | +14.5% | +59.9% | -45.4% | +0.6% |
| 10Y | +373.0% | +319.9% | +53.1% | +239.4% |
| All | +21,359.2% | +30,870.6% | -9,511.4% | +9,594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling