+346.7%
SHW vs M
-5.1%
+351.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | +11.1% | +8.1% | +3.0% | +9.9% |
| 3M | -2.2% | +2.2% | -4.4% | -2.5% |
| 6M | +14.3% | +35.1% | -20.8% | +9.5% |
| YTD | +10.6% | +15.8% | -5.3% | +7.8% |
| 1Y | +4.1% | +25.8% | -21.8% | +0.2% |
| 3Y | +42.9% | +156.2% | -113.4% | +21.3% |
| 5Y | +14.2% | -2.4% | +16.5% | +6.0% |
| 10Y | +346.7% | -7.1% | +353.9% | +246.0% |
| All | +346.7% | -5.1% | +351.9% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling