+12.9%
SHW vs LOW
+7.0%
+5.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | -3.2% | -0.6% | -2.6% | -2.8% |
| 30D | -11.4% | -9.3% | -2.1% | -5.5% |
| 3M | +3.5% | -8.1% | +11.6% | +9.6% |
| 6M | -3.4% | -19.8% | +16.4% | +11.6% |
| YTD | -0.3% | -16.4% | +16.0% | +11.6% |
| 1Y | -10.4% | -24.7% | +14.2% | +7.2% |
| 3Y | +21.3% | -8.8% | +30.1% | +26.6% |
| 5Y | +12.9% | +7.8% | +5.1% | +6.1% |
| All | +12.9% | +7.0% | +5.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling