+1,940.5%
SHW vs MSCI
+2,756.4%
-815.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -9.5% | +0.6% | -10.1% | -9.7% |
| 3M | +11.5% | -7.1% | +18.5% | +13.7% |
| 6M | -3.5% | +0.8% | -4.4% | -4.6% |
| YTD | +3.7% | +1.0% | +2.7% | +2.0% |
| 1Y | -7.9% | +4.3% | -12.2% | -10.5% |
| 3Y | +24.7% | +9.9% | +14.8% | +17.7% |
| 5Y | +13.6% | -6.8% | +20.3% | +10.5% |
| 10Y | +283.0% | +614.7% | -331.7% | +100.6% |
| All | +1,940.5% | +2,756.4% | -815.9% | +610.9% |
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