+273.5%
SHW vs ICE
+217.4%
+56.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -4.5% | -5.3% | +0.9% | -1.7% |
| 30D | -12.7% | +3.0% | -15.7% | -14.2% |
| 3M | +4.7% | +11.4% | -6.7% | -1.6% |
| 6M | -3.4% | -2.0% | -1.4% | -3.1% |
| YTD | -1.3% | -3.1% | +1.8% | -1.3% |
| 1Y | -10.4% | -8.4% | -2.0% | -7.6% |
| 3Y | +20.1% | +40.7% | -20.6% | -4.1% |
| 5Y | +10.5% | +40.0% | -29.5% | -13.1% |
| All | +273.5% | +217.4% | +56.1% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling