+1,143.1%
SHW vs INDA
+121.8%
+1,021.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +8.1% | +9.4% | -1.3% | +4.2% |
| 3M | -2.8% | +2.9% | -5.7% | -3.9% |
| 6M | +15.0% | +7.2% | +7.8% | +11.9% |
| YTD | +9.0% | -4.8% | +13.8% | +11.3% |
| 1Y | +4.5% | -5.1% | +9.6% | +6.7% |
| 3Y | +41.9% | +16.7% | +25.2% | +32.6% |
| 5Y | +10.7% | +8.8% | +2.0% | +6.2% |
| 10Y | +340.4% | +116.2% | +224.1% | +220.5% |
| All | +1,143.1% | +121.8% | +1,021.3% | +760.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling