+346.7%
SHW vs IP
+22.3%
+324.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -2.1% | -2.8% | +0.6% | -1.2% |
| 30D | +11.1% | +9.2% | +1.9% | +7.9% |
| 3M | -2.2% | -16.1% | +14.0% | +3.6% |
| 6M | +14.3% | +9.6% | +4.8% | +10.4% |
| YTD | +10.6% | -8.8% | +19.4% | +12.4% |
| 1Y | +4.1% | -5.5% | +9.6% | +4.4% |
| 3Y | +42.9% | +19.6% | +23.2% | +24.8% |
| 5Y | +14.2% | -13.5% | +27.6% | +11.0% |
| 10Y | +346.7% | +22.4% | +324.3% | +262.1% |
| All | +346.7% | +22.3% | +324.5% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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