+15.6%
SHW vs PL
+37.0%
-21.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +14.5% | -10.5% | +3.2% |
| 7D | +1.6% | +10.9% | -9.3% | +0.8% |
| 30D | +12.1% | -16.4% | +28.4% | +13.0% |
| 3M | -3.0% | -39.9% | +37.0% | -0.3% |
| 6M | +13.5% | -63.2% | +76.7% | +19.2% |
| YTD | +11.2% | -27.1% | +38.4% | +10.1% |
| 1Y | +6.2% | +12.2% | -6.0% | +1.1% |
| 3Y | +45.6% | +584.3% | -538.7% | +11.2% |
| 5Y | +15.6% | +37.0% | -21.4% | -7.0% |
| All | +15.6% | +37.0% | -21.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling