+2,774.8%
SHW vs MKTX
+1,445.1%
+1,329.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -11.4% | +1.0% | -12.3% | -11.6% |
| 3M | +3.5% | +40.8% | -37.3% | -4.1% |
| 6M | -3.4% | -10.9% | +7.5% | -2.2% |
| YTD | -0.3% | -8.6% | +8.2% | +0.2% |
| 1Y | -10.4% | -11.6% | +1.1% | -9.5% |
| 3Y | +21.3% | -24.5% | +45.8% | +23.7% |
| 5Y | +12.9% | -60.7% | +73.6% | +28.7% |
| 10Y | +284.1% | +5.1% | +279.0% | +253.6% |
| All | +2,774.8% | +1,445.1% | +1,329.7% | +1,271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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