+2,088.6%
SHW vs MSCI
+3,122.5%
-1,033.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | +12.1% | +14.4% | -2.3% | +7.4% |
| 3M | -3.0% | +15.2% | -18.2% | -7.4% |
| 6M | +13.5% | +11.2% | +2.3% | +9.0% |
| YTD | +11.2% | +13.9% | -2.7% | +5.2% |
| 1Y | +6.2% | +12.5% | -6.3% | +0.9% |
| 3Y | +45.6% | +32.3% | +13.3% | +29.4% |
| 5Y | +15.6% | +4.9% | +10.7% | +8.4% |
| 10Y | +356.5% | +779.7% | -423.2% | +124.6% |
| All | +2,088.6% | +3,122.5% | -1,033.9% | +633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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