+947.4%
SHW vs PSX
+1,187.1%
-239.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.9% | +7.8% | -5.9% | +0.5% |
| 30D | +8.1% | -10.9% | +19.0% | +10.2% |
| 3M | -2.8% | +14.5% | -17.3% | -5.6% |
| 6M | +15.0% | +56.1% | -41.1% | +4.5% |
| YTD | +9.0% | +109.6% | -100.6% | -7.6% |
| 1Y | +4.5% | +95.5% | -91.0% | -10.2% |
| 3Y | +41.9% | +156.2% | -114.3% | +12.7% |
| 5Y | +10.7% | +310.0% | -299.3% | -23.4% |
| 10Y | +340.4% | +368.0% | -27.7% | +167.4% |
| All | +947.4% | +1,187.1% | -239.7% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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