+15.0%
SHW vs EXPE
+89.5%
-74.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | -0.8% |
| 7D | -1.2% | -9.8% | +8.6% | +0.7% |
| 30D | -11.6% | -11.5% | -0.1% | -9.7% |
| 3M | +9.1% | +21.7% | -12.6% | +5.3% |
| 6M | -0.7% | +10.4% | -11.0% | -2.9% |
| YTD | +1.4% | -2.5% | +3.9% | +0.6% |
| 1Y | -12.3% | +27.3% | -39.6% | -17.6% |
| 3Y | +23.4% | +153.5% | -130.1% | -1.5% |
| 5Y | +15.0% | +91.1% | -76.1% | -7.7% |
| All | +15.0% | +89.5% | -74.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling