+12.0%
SHW vs ITOT
+74.3%
-62.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.4% |
| 30D | -10.0% | -1.5% | -8.6% | -8.9% |
| 3M | +2.3% | +3.6% | -1.3% | -0.6% |
| 6M | +0.7% | +13.7% | -13.0% | -9.4% |
| YTD | +0.5% | +12.9% | -12.4% | -9.1% |
| 1Y | -11.5% | +17.2% | -28.7% | -22.5% |
| 3Y | +21.3% | +75.6% | -54.3% | -25.4% |
| All | +12.0% | +74.3% | -62.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling