+278.3%
SHW vs MOD
+1,504.3%
-1,226.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.2% | +6.3% | -7.5% | -1.9% |
| 30D | -11.6% | -1.7% | -9.9% | -11.5% |
| 3M | +9.1% | -30.1% | +39.2% | +13.1% |
| 6M | -0.7% | +2.7% | -3.4% | -2.8% |
| YTD | +1.4% | +44.1% | -42.7% | -5.6% |
| 1Y | -12.3% | +38.7% | -51.0% | -18.6% |
| 3Y | +23.4% | +309.8% | -286.4% | -6.1% |
| 5Y | +15.0% | +1,569.7% | -1,554.7% | -29.8% |
| 10Y | +278.3% | +1,520.5% | -1,242.2% | +105.3% |
| All | +278.3% | +1,504.3% | -1,226.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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