+20,418.4%
SHW vs EXPD
+30,859.1%
-10,440.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | -9.5% | +4.1% | -13.6% | -10.4% |
| 3M | +11.5% | +17.9% | -6.4% | +7.2% |
| 6M | -3.5% | +29.2% | -32.8% | -9.4% |
| YTD | +3.7% | +27.4% | -23.6% | -2.7% |
| 1Y | -7.9% | +56.8% | -64.7% | -17.9% |
| 3Y | +24.7% | +68.0% | -43.3% | +8.9% |
| 5Y | +13.6% | +61.9% | -48.3% | -0.5% |
| 10Y | +283.0% | +316.0% | -33.1% | +175.5% |
| All | +20,418.4% | +30,859.1% | -10,440.7% | +9,179.2% |
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