+12,707.0%
SHW vs M
+425.5%
+12,281.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -2.8% |
| 7D | +5.7% | -2.1% | +7.9% | +6.2% |
| 30D | +8.7% | +7.7% | +1.0% | +7.1% |
| 3M | -5.4% | -4.4% | -1.0% | -4.6% |
| 6M | +12.2% | +27.5% | -15.3% | +6.6% |
| YTD | +8.5% | +12.8% | -4.3% | +5.1% |
| 1Y | +4.9% | +20.7% | -15.8% | +0.1% |
| 3Y | +42.8% | +111.3% | -68.4% | +16.2% |
| 5Y | +14.5% | -6.3% | +20.8% | +3.9% |
| 10Y | +373.0% | +1.5% | +371.5% | +253.2% |
| All | +12,707.0% | +425.5% | +12,281.5% | +5,838.3% |
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