+46.9%
SHW vs JOBY
-41.1%
+88.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.5% | -1.3% |
| 7D | -3.2% | -5.9% | +2.7% | -2.8% |
| 30D | -11.4% | -27.1% | +15.7% | -9.5% |
| 3M | +3.5% | -30.7% | +34.2% | +5.7% |
| 6M | -3.4% | -36.1% | +32.7% | -1.2% |
| YTD | -0.3% | -51.4% | +51.0% | +3.4% |
| 1Y | -10.4% | -52.2% | +41.7% | -7.7% |
| 3Y | +21.3% | -12.1% | +33.4% | +14.7% |
| 5Y | +12.9% | -31.1% | +44.0% | +2.4% |
| All | +46.9% | -41.1% | +88.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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