+12,145.6%
SHW vs M
+396.5%
+11,749.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.1% |
| 7D | -3.2% | +4.7% | -8.0% | -4.1% |
| 30D | -9.5% | -9.6% | +0.1% | -7.7% |
| 3M | +11.5% | +0.9% | +10.6% | +11.0% |
| 6M | -3.5% | +22.3% | -25.8% | -7.7% |
| YTD | +3.7% | +6.5% | -2.8% | +1.7% |
| 1Y | -7.9% | +38.8% | -46.7% | -14.7% |
| 3Y | +24.7% | +115.9% | -91.2% | +0.9% |
| 5Y | +13.6% | +28.6% | -15.0% | -4.1% |
| 10Y | +283.0% | -2.5% | +285.5% | +188.0% |
| All | +12,145.6% | +396.5% | +11,749.1% | +5,644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling