+41.9%
SHW vs IR
+25.2%
+16.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.9% | +2.5% | -0.6% | +0.9% |
| 30D | +8.1% | +9.2% | -1.1% | +4.1% |
| 3M | -2.8% | +0.9% | -3.7% | -3.4% |
| 6M | +15.0% | +19.2% | -4.2% | +7.0% |
| YTD | +9.0% | +7.5% | +1.5% | +5.1% |
| 1Y | +4.5% | +11.7% | -7.3% | -0.7% |
| 3Y | +41.9% | +23.9% | +17.9% | +18.7% |
| All | +41.9% | +25.2% | +16.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling