+19.1%
SHW vs ITOT
+74.3%
-55.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -4.5% | -2.0% | -2.4% | -2.8% |
| 30D | -12.7% | -2.0% | -10.7% | -11.2% |
| 3M | +4.7% | +4.5% | +0.1% | +1.2% |
| 6M | -3.4% | +12.6% | -16.1% | -12.2% |
| YTD | -1.3% | +12.0% | -13.3% | -9.9% |
| 1Y | -10.4% | +17.3% | -27.6% | -21.2% |
| All | +19.1% | +74.3% | -55.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling