+3,146.4%
SHW vs ICE
+2,591.0%
+555.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | +2.2% | -1.5% | +0.1% |
| 30D | +8.4% | +13.7% | -5.3% | +4.7% |
| 3M | -2.2% | +17.9% | -20.1% | -6.6% |
| 6M | +13.3% | +15.0% | -1.6% | +8.8% |
| YTD | +9.2% | +10.9% | -1.7% | +5.4% |
| 1Y | +2.9% | +17.0% | -14.1% | -2.2% |
| 3Y | +41.1% | +68.2% | -27.1% | +21.4% |
| 5Y | +11.0% | +40.4% | -29.5% | -0.2% |
| 10Y | +341.2% | +259.3% | +82.0% | +215.1% |
| All | +3,146.4% | +2,591.0% | +555.5% | +1,419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling