+336.7%
SHW vs EXPE
+123.5%
+213.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +7.8% | -6.1% | +13.9% | +9.1% |
| 3M | -3.0% | -21.3% | +18.3% | +1.4% |
| 6M | +14.8% | +19.0% | -4.2% | +10.6% |
| YTD | +8.8% | -8.4% | +17.2% | +8.9% |
| 1Y | +4.2% | -2.8% | +7.0% | +3.0% |
| 3Y | +41.5% | +120.8% | -79.2% | +14.4% |
| 5Y | +10.5% | +46.2% | -35.7% | -6.9% |
| All | +336.7% | +123.5% | +213.1% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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