+12.0%
SHW vs GWRE
+15.1%
-3.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.8% |
| 7D | -3.1% | -13.2% | +10.1% | -0.9% |
| 30D | -10.0% | -18.6% | +8.5% | -7.7% |
| 3M | +2.3% | +18.9% | -16.6% | -2.0% |
| 6M | +0.7% | -11.0% | +11.6% | +0.2% |
| YTD | +0.5% | -29.9% | +30.4% | +5.2% |
| 1Y | -11.5% | -44.3% | +32.9% | -2.1% |
| 3Y | +21.3% | +51.7% | -30.3% | -3.0% |
| All | +12.0% | +15.1% | -3.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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