+12,526.8%
SHW vs M
+401.4%
+12,125.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.5% |
| 7D | +3.5% | -4.3% | +7.7% | +4.4% |
| 30D | +9.2% | +1.3% | +8.0% | +9.0% |
| 3M | -5.1% | -7.4% | +2.3% | -3.7% |
| 6M | +6.8% | +18.3% | -11.5% | +2.9% |
| YTD | +7.0% | +7.6% | -0.6% | +4.6% |
| 1Y | +4.1% | +17.4% | -13.3% | -0.1% |
| 3Y | +41.1% | +108.4% | -67.3% | +15.0% |
| 5Y | +12.9% | -10.6% | +23.5% | +3.4% |
| 10Y | +366.3% | -3.2% | +369.5% | +251.4% |
| All | +12,526.8% | +401.4% | +12,125.4% | +5,808.7% |
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 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