+273.5%
SHW vs INDA
+83.0%
+190.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.5% | -3.6% | -0.8% | -2.7% |
| 30D | -12.7% | -4.0% | -8.7% | -10.9% |
| 3M | +4.7% | +1.7% | +3.0% | +4.0% |
| 6M | -3.4% | -3.6% | +0.2% | -1.5% |
| YTD | -1.3% | -11.0% | +9.7% | +4.5% |
| 1Y | -10.4% | -9.5% | -0.9% | -6.0% |
| 3Y | +20.1% | +7.6% | +12.5% | +15.0% |
| 5Y | +10.5% | +4.8% | +5.7% | +6.7% |
| All | +273.5% | +83.0% | +190.6% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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