+6.8%
SHW vs IRE
-97.3%
+104.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.0% |
| 7D | +1.6% | -15.5% | +17.1% | +1.6% |
| 30D | +12.1% | -70.4% | +82.5% | +12.4% |
| 3M | -3.0% | -81.6% | +78.6% | -2.5% |
| 6M | +13.5% | -94.7% | +108.2% | +14.9% |
| YTD | +11.2% | -91.8% | +103.0% | +11.8% |
| 1Y | +6.2% | -97.6% | +103.8% | +5.8% |
| All | +6.8% | -97.3% | +104.1% | +6.7% |
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