+273.5%
SHW vs IT
+92.9%
+180.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.5% | -12.7% | +8.2% | -0.8% |
| 30D | -12.7% | -8.9% | -3.8% | -10.6% |
| 3M | +4.7% | +10.1% | -5.4% | -0.1% |
| 6M | -3.4% | +7.3% | -10.7% | -8.3% |
| YTD | -1.3% | -32.4% | +31.0% | +7.7% |
| 1Y | -10.4% | -26.6% | +16.3% | -5.7% |
| 3Y | +20.1% | -51.8% | +71.9% | +42.4% |
| 5Y | +10.5% | -45.6% | +56.1% | +22.2% |
| All | +273.5% | +92.9% | +180.6% | +136.8% |
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