-11.5%
SHW vs IT
-23.2%
+11.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.4% | +1.6% |
| 7D | -3.1% | -3.7% | +0.5% | -3.0% |
| 30D | -10.0% | +0.1% | -10.1% | -10.1% |
| 3M | +2.3% | +20.7% | -18.4% | +1.2% |
| 6M | +0.7% | +12.0% | -11.3% | -0.5% |
| YTD | +0.5% | -28.8% | +29.3% | +2.3% |
| 1Y | -11.5% | -25.5% | +14.0% | -10.8% |
| All | -11.5% | -23.2% | +11.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling