+13.3%
SHW vs LOW
+0.6%
+12.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +8.4% | +21.3% | -12.9% | -7.6% |
| 3M | -2.2% | +6.0% | -8.2% | -6.3% |
| 6M | +13.3% | +2.6% | +10.7% | +10.7% |
| All | +13.3% | +0.6% | +12.7% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling