+7.0%
SHW vs P
+19.7%
-12.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.0% | +11.6% | +6.4% |
| 7D | +13.3% | -19.4% | +32.7% | +12.6% |
| 30D | +14.1% | -22.3% | +36.5% | +13.5% |
| 3M | +0.8% | +33.2% | -32.4% | +0.6% |
| 6M | +17.6% | +53.6% | -36.0% | +17.5% |
| YTD | +13.0% | +66.8% | -53.8% | +12.4% |
| 1Y | +7.0% | +17.5% | -10.5% | +6.1% |
| All | +7.0% | +19.7% | -12.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling