+3,821.5%
SHW vs ITOT
+891.2%
+2,930.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -1.2% | +0.7% | -1.8% | -1.7% |
| 30D | -11.6% | -1.1% | -10.5% | -10.7% |
| 3M | +9.1% | +3.9% | +5.2% | +5.7% |
| 6M | -0.7% | +14.7% | -15.4% | -11.6% |
| YTD | +1.4% | +13.3% | -12.0% | -8.9% |
| 1Y | -12.3% | +19.1% | -31.4% | -24.6% |
| 3Y | +23.4% | +77.3% | -54.0% | -25.0% |
| 5Y | +15.0% | +74.1% | -59.1% | -29.4% |
| 10Y | +278.3% | +293.1% | -14.9% | +15.8% |
| All | +3,821.5% | +891.2% | +2,930.3% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling