+7.0%
SHW vs LOW
-0.5%
+7.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -0.9% | +1.0% |
| 7D | +13.3% | +15.6% | -2.3% | +1.8% |
| 30D | +14.1% | +28.6% | -14.5% | -5.2% |
| 3M | +0.8% | +5.8% | -5.1% | -3.5% |
| 6M | +17.6% | +3.8% | +13.8% | +13.9% |
| YTD | +13.0% | -2.8% | +15.8% | +12.4% |
| 1Y | +7.0% | -1.4% | +8.4% | +5.5% |
| All | +7.0% | -0.5% | +7.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling