+1,055.9%
SHW vs INDA
+111.6%
+944.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.6% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -11.6% | -2.5% | -9.1% | -10.6% |
| 3M | +9.1% | +4.0% | +5.1% | +7.5% |
| 6M | -0.7% | -1.8% | +1.1% | +0.3% |
| YTD | +1.4% | -9.2% | +10.5% | +5.5% |
| 1Y | -12.3% | -7.2% | -5.1% | -9.6% |
| 3Y | +23.4% | +9.8% | +13.5% | +18.2% |
| 5Y | +15.0% | +7.5% | +7.5% | +10.9% |
| 10Y | +278.3% | +80.8% | +197.5% | +190.8% |
| All | +1,055.9% | +111.6% | +944.3% | +715.2% |
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