+1,056.8%
SHW vs GWRE
+749.2%
+307.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -0.7% |
| 7D | -3.2% | -26.2% | +23.0% | +2.3% |
| 30D | -11.4% | -17.8% | +6.4% | -8.6% |
| 3M | +3.5% | +14.2% | -10.8% | -0.9% |
| 6M | -3.4% | -12.9% | +9.5% | -3.5% |
| YTD | -0.3% | -29.2% | +28.9% | +3.6% |
| 1Y | -10.4% | -44.4% | +34.0% | -1.6% |
| 3Y | +21.3% | +51.1% | -29.8% | +1.0% |
| 5Y | +12.9% | +16.5% | -3.7% | -2.9% |
| 10Y | +284.1% | +131.6% | +152.5% | +176.5% |
| All | +1,056.8% | +749.2% | +307.6% | +677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling