+2,646.0%
SHW vs EXPE
+851.4%
+1,794.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -3.2% | -9.5% | +6.3% | -1.3% |
| 30D | -9.5% | -6.6% | -2.9% | -8.3% |
| 3M | +11.5% | +31.4% | -19.9% | +5.3% |
| 6M | -3.5% | +35.2% | -38.7% | -10.0% |
| YTD | +3.7% | +5.8% | -2.1% | +1.0% |
| 1Y | -7.9% | +38.7% | -46.6% | -15.7% |
| 3Y | +24.7% | +175.8% | -151.1% | -4.2% |
| 5Y | +13.6% | +111.8% | -98.3% | -11.5% |
| 10Y | +283.0% | +179.7% | +103.2% | +157.0% |
| All | +2,646.0% | +851.4% | +1,794.6% | +981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling