+356.5%
SHW vs M
+3.7%
+352.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.1% | +2.9% |
| 7D | +1.6% | +2.5% | -1.0% | +1.2% |
| 30D | +12.1% | +10.1% | +2.0% | +10.6% |
| 3M | -3.0% | -0.9% | -2.0% | -2.9% |
| 6M | +13.5% | +30.2% | -16.6% | +9.2% |
| YTD | +11.2% | +16.3% | -5.0% | +8.4% |
| 1Y | +6.2% | +27.0% | -20.7% | +2.2% |
| 3Y | +45.6% | +154.5% | -108.9% | +23.8% |
| 5Y | +15.6% | -1.1% | +16.6% | +7.1% |
| 10Y | +356.5% | +0.5% | +356.0% | +252.7% |
| All | +356.5% | +3.7% | +352.8% | +252.7% |
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