+12.2%
SHW vs EXPE
+43.3%
-31.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.4% |
| 7D | +3.5% | -9.3% | +12.8% | +5.4% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | -5.1% | -15.3% | +10.2% | -2.3% |
| 6M | +6.8% | +5.5% | +1.4% | +5.4% |
| YTD | +7.0% | -8.0% | +14.9% | +7.2% |
| 1Y | +4.1% | +18.9% | -14.8% | -1.1% |
| 3Y | +41.1% | +135.5% | -94.5% | +13.0% |
| All | +12.2% | +43.3% | -31.1% | -6.0% |
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