+226.4%
SHW vs IR
+288.5%
-62.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | 0.0% |
| 7D | -3.2% | -2.8% | -0.4% | -2.3% |
| 30D | -9.5% | -15.1% | +5.6% | -4.5% |
| 3M | +11.5% | +6.1% | +5.4% | +9.3% |
| 6M | -3.5% | -16.8% | +13.3% | +2.1% |
| YTD | +3.7% | -3.5% | +7.3% | +4.6% |
| 1Y | -7.9% | -3.5% | -4.4% | -7.4% |
| 3Y | +24.7% | +9.5% | +15.2% | +18.5% |
| 5Y | +13.6% | +45.1% | -31.5% | -1.8% |
| All | +226.4% | +288.5% | -62.1% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling