+20,418.4%
SHW vs IP
+364.8%
+20,053.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -3.2% | -5.3% | +2.0% | -1.6% |
| 30D | -9.5% | -10.9% | +1.3% | -6.3% |
| 3M | +11.5% | +11.2% | +0.3% | +7.6% |
| 6M | -3.5% | -10.2% | +6.7% | -1.2% |
| YTD | +3.7% | -2.0% | +5.7% | +3.0% |
| 1Y | -7.9% | -19.1% | +11.2% | -3.6% |
| 3Y | +24.7% | +20.9% | +3.9% | +11.5% |
| 5Y | +13.6% | -17.8% | +31.4% | +13.2% |
| 10Y | +283.0% | +23.5% | +259.4% | +221.8% |
| All | +20,418.4% | +364.8% | +20,053.6% | +8,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling