+280.4%
SHW vs IT
+103.1%
+177.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.4% | +0.3% |
| 7D | -3.1% | -3.7% | +0.5% | -2.1% |
| 30D | -10.0% | +0.1% | -10.1% | -10.3% |
| 3M | +2.3% | +20.7% | -18.4% | -5.0% |
| 6M | +0.7% | +12.0% | -11.3% | -5.6% |
| YTD | +0.5% | -28.8% | +29.3% | +8.1% |
| 1Y | -11.5% | -25.5% | +14.0% | -7.0% |
| 3Y | +21.3% | -48.8% | +70.1% | +41.1% |
| 5Y | +12.5% | -42.7% | +55.3% | +22.6% |
| All | +280.4% | +103.1% | +177.3% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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