+356.1%
SHW vs P
+713.7%
-357.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.9% |
| 7D | +3.5% | -23.8% | +27.3% | +6.9% |
| 30D | +9.2% | -36.6% | +45.9% | +15.3% |
| 3M | -5.1% | +10.9% | -16.0% | -8.3% |
| 6M | +6.8% | +30.0% | -23.1% | -0.6% |
| YTD | +7.0% | +44.4% | -37.4% | -3.1% |
| 1Y | +4.1% | +3.9% | +0.2% | -1.6% |
| 3Y | +41.1% | +176.6% | -135.5% | +3.8% |
| 5Y | +12.9% | +249.3% | -236.4% | -23.3% |
| All | +356.1% | +713.7% | -357.6% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling