+340.7%
SHW vs EXPE
+112.4%
+228.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +4.2% | -11.2% | +15.4% | +6.7% |
| 30D | +11.3% | -7.5% | +18.7% | +12.9% |
| 3M | -1.8% | -19.1% | +17.3% | +2.1% |
| 6M | +12.7% | +10.7% | +2.0% | +10.1% |
| YTD | +10.4% | -9.9% | +20.4% | +11.0% |
| 1Y | +4.7% | -4.6% | +9.3% | +3.8% |
| 3Y | +42.7% | +116.8% | -74.1% | +15.7% |
| 5Y | +14.5% | +38.6% | -24.0% | -2.4% |
| 10Y | +340.7% | +115.9% | +224.9% | +185.6% |
| All | +340.7% | +112.4% | +228.3% | +185.6% |
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