+10.2%
SHW vs IT
-42.2%
+52.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +8.1% | -1.8% | +9.9% | +8.5% |
| 3M | -2.8% | +4.8% | -7.6% | -4.1% |
| 6M | +15.0% | +33.0% | -18.0% | +6.0% |
| YTD | +9.0% | -23.8% | +32.8% | +15.2% |
| 1Y | +4.5% | -16.5% | +21.0% | +7.2% |
| 3Y | +41.9% | -53.6% | +95.5% | +73.9% |
| All | +10.2% | -42.2% | +52.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling