+356.1%
SHW vs IP
+26.3%
+329.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | +3.5% | -5.1% | +8.5% | +5.4% |
| 30D | +9.2% | +8.5% | +0.7% | +6.3% |
| 3M | -5.1% | -13.8% | +8.7% | -0.4% |
| 6M | +6.8% | +5.7% | +1.1% | +4.4% |
| YTD | +7.0% | -9.1% | +16.1% | +8.8% |
| 1Y | +4.1% | -0.8% | +4.9% | +2.8% |
| 3Y | +41.1% | +14.8% | +26.3% | +25.1% |
| 5Y | +12.9% | -11.5% | +24.4% | +8.8% |
| All | +356.1% | +26.3% | +329.8% | +254.2% |
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