-7.9%
SHW vs ICE
-7.2%
-0.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.8% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | -9.5% | +7.6% | -17.1% | -10.8% |
| 3M | +11.5% | +13.9% | -2.5% | +8.9% |
| 6M | -3.5% | -2.4% | -1.2% | -3.4% |
| YTD | +3.7% | +0.3% | +3.5% | +2.2% |
| 1Y | -7.9% | -6.4% | -1.5% | -4.1% |
| All | -7.9% | -7.2% | -0.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling