+2.6%
SHW vs IRE
-97.2%
+99.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -1.3% |
| 7D | +3.5% | -27.2% | +30.6% | +3.4% |
| 30D | +9.2% | -75.1% | +84.4% | +9.7% |
| 3M | -5.1% | -77.9% | +72.8% | -4.7% |
| 6M | +6.8% | -94.6% | +101.4% | +8.1% |
| YTD | +7.0% | -91.5% | +98.5% | +7.5% |
| 1Y | +4.1% | -97.8% | +101.9% | +3.6% |
| All | +2.6% | -97.2% | +99.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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