+337.7%
SHW vs IP
+20.8%
+316.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +8.1% | +7.9% | +0.1% | +5.4% |
| 3M | -2.8% | -15.3% | +12.5% | +2.6% |
| 6M | +15.0% | +10.5% | +4.5% | +10.8% |
| YTD | +9.0% | -9.4% | +18.4% | +11.0% |
| 1Y | +4.5% | -4.6% | +9.1% | +4.5% |
| 3Y | +41.9% | +21.2% | +20.6% | +23.2% |
| 5Y | +10.7% | -13.3% | +24.1% | +7.5% |
| All | +337.7% | +20.8% | +316.8% | +255.6% |
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