+2,845.3%
SHW vs EXPE
+727.3%
+2,118.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +1.6% | -13.3% | +14.9% | +4.5% |
| 30D | +12.1% | -5.5% | +17.6% | +13.2% |
| 3M | -3.0% | -16.5% | +13.5% | +0.3% |
| 6M | +13.5% | +13.1% | +0.4% | +10.2% |
| YTD | +11.2% | -8.0% | +19.2% | +11.1% |
| 1Y | +6.2% | +1.1% | +5.1% | +3.9% |
| 3Y | +45.6% | +131.2% | -85.5% | +16.2% |
| 5Y | +15.6% | +39.8% | -24.2% | -1.6% |
| 10Y | +356.5% | +118.5% | +238.0% | +221.9% |
| All | +2,845.3% | +727.3% | +2,118.0% | +1,089.8% |
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 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