+12.9%
SHW vs ICE
+39.3%
-26.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -11.4% | +4.0% | -15.4% | -13.1% |
| 3M | +3.5% | +11.0% | -7.5% | -1.8% |
| 6M | -3.4% | -5.0% | +1.6% | -1.4% |
| YTD | -0.3% | -2.7% | +2.4% | -0.4% |
| 1Y | -10.4% | -8.6% | -1.8% | -7.3% |
| 3Y | +21.3% | +41.4% | -20.1% | -3.5% |
| 5Y | +12.9% | +39.9% | -27.0% | -13.1% |
| All | +12.9% | +39.3% | -26.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling