+368.8%
SHW vs P
+485.4%
-116.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.3% |
| 7D | -3.2% | +6.5% | -9.8% | -4.1% |
| 30D | -9.5% | +18.8% | -28.4% | -12.0% |
| 3M | +11.5% | +26.7% | -15.3% | +6.8% |
| 6M | -3.5% | +62.2% | -65.7% | -11.5% |
| YTD | +3.7% | +48.5% | -44.8% | -4.2% |
| 1Y | -7.9% | +26.4% | -34.3% | -14.2% |
| 3Y | +24.7% | +159.4% | -134.7% | -2.3% |
| 5Y | +13.6% | +275.8% | -262.2% | -18.8% |
| 10Y | +283.0% | +732.0% | -449.1% | +133.2% |
| All | +368.8% | +485.4% | -116.5% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling