+213.6%
SHW vs IR
+274.4%
-60.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.0% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | -11.4% | -15.0% | +3.6% | -6.5% |
| 3M | +3.5% | -0.4% | +3.9% | +3.6% |
| 6M | -3.4% | -15.0% | +11.7% | +1.7% |
| YTD | -0.3% | -7.1% | +6.7% | +1.8% |
| 1Y | -10.4% | -7.5% | -2.9% | -8.6% |
| 3Y | +21.3% | +6.3% | +15.0% | +16.4% |
| 5Y | +12.9% | +37.3% | -24.5% | -0.8% |
| All | +213.6% | +274.4% | -60.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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