+23.4%
SHW vs EXPE
+162.6%
-139.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | -1.0% |
| 7D | -1.2% | -9.8% | +8.6% | +0.5% |
| 30D | -11.6% | -11.5% | -0.1% | -9.9% |
| 3M | +9.1% | +21.7% | -12.6% | +6.0% |
| 6M | -0.7% | +10.4% | -11.0% | -2.5% |
| YTD | +1.4% | -2.5% | +3.9% | +0.9% |
| 1Y | -12.3% | +27.3% | -39.6% | -16.7% |
| 3Y | +23.4% | +153.5% | -130.1% | +5.8% |
| All | +23.4% | +162.6% | -139.3% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling