+9,811.2%
SHW vs IT
+6,253.0%
+3,558.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.7% | -3.7% | +4.3% | +1.4% |
| 30D | +8.4% | -3.1% | +11.5% | +8.9% |
| 3M | -2.2% | +6.3% | -8.6% | -3.7% |
| 6M | +13.3% | +24.8% | -11.4% | +7.0% |
| YTD | +9.2% | -24.4% | +33.6% | +11.8% |
| 1Y | +2.9% | -17.1% | +20.0% | +3.4% |
| 3Y | +41.1% | -53.6% | +94.7% | +55.9% |
| 5Y | +11.0% | -42.5% | +53.5% | +16.8% |
| 10Y | +341.2% | +88.8% | +252.4% | +270.3% |
| All | +9,811.2% | +6,253.0% | +3,558.2% | +4,973.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling