+4.7%
SHW vs IR
+10.3%
-5.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +4.2% | +1.5% | +2.7% | +3.5% |
| 30D | +11.3% | +9.0% | +2.2% | +6.3% |
| 3M | -1.8% | -0.9% | -0.9% | -1.5% |
| 6M | +12.7% | +13.4% | -0.7% | +5.3% |
| YTD | +10.4% | +8.5% | +2.0% | +3.4% |
| 1Y | +4.7% | +11.3% | -6.5% | -4.1% |
| All | +4.7% | +10.3% | -5.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling