+14.5%
SHW vs IP
-12.5%
+26.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.7% |
| 7D | +5.7% | -5.0% | +10.7% | +7.5% |
| 30D | +8.7% | +6.5% | +2.1% | +6.6% |
| 3M | -5.4% | -18.0% | +12.7% | +0.5% |
| 6M | +12.2% | +10.3% | +1.9% | +8.8% |
| YTD | +8.5% | -9.9% | +18.4% | +10.6% |
| 1Y | +4.9% | -1.1% | +6.0% | +4.1% |
| 3Y | +42.8% | +13.0% | +29.8% | +26.5% |
| 5Y | +14.5% | -12.3% | +26.7% | +10.9% |
| All | +14.5% | -12.5% | +26.9% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling