+4.8%
SHW vs IRE
-97.8%
+102.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.5% | +12.3% | -1.3% |
| 7D | +0.7% | +11.1% | -10.4% | +0.7% |
| 30D | +8.4% | -75.2% | +83.6% | +8.7% |
| 3M | -2.2% | -86.4% | +84.2% | -1.7% |
| 6M | +13.3% | -94.8% | +108.2% | +14.4% |
| YTD | +9.2% | -93.3% | +102.5% | +9.7% |
| 1Y | +2.9% | -97.5% | +100.4% | +2.7% |
| All | +4.8% | -97.8% | +102.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling