+346.7%
SHW vs P
+686.0%
-339.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.5% |
| 7D | -2.1% | -4.7% | +2.6% | -1.7% |
| 30D | +11.1% | -31.4% | +42.5% | +16.1% |
| 3M | -2.2% | -2.6% | +0.5% | -3.4% |
| 6M | +14.3% | +21.9% | -7.6% | +7.8% |
| YTD | +10.6% | +58.9% | -48.4% | -1.1% |
| 1Y | +4.1% | +21.7% | -17.7% | -3.9% |
| 3Y | +42.9% | +193.3% | -150.5% | +4.7% |
| 5Y | +14.2% | +275.1% | -260.9% | -23.0% |
| 10Y | +346.7% | +655.3% | -308.6% | +149.9% |
| All | +346.7% | +686.0% | -339.2% | +149.9% |
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