+356.5%
SHW vs P
+748.5%
-392.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.2% |
| 7D | +1.6% | -9.6% | +11.2% | +2.7% |
| 30D | +12.1% | -33.4% | +45.5% | +17.6% |
| 3M | -3.0% | +14.2% | -17.2% | -6.6% |
| 6M | +13.5% | +31.6% | -18.0% | +5.6% |
| YTD | +11.2% | +53.5% | -42.2% | 0.0% |
| 1Y | +6.2% | +14.2% | -8.0% | -1.0% |
| 3Y | +45.6% | +190.5% | -144.9% | +6.6% |
| 5Y | +15.6% | +256.3% | -240.8% | -21.4% |
| 10Y | +356.5% | +707.9% | -351.4% | +152.3% |
| All | +356.5% | +748.5% | -392.0% | +152.3% |
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