+338.5%
SHW vs PWR
+1,857.9%
-1,519.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.7% | +19.1% | -18.4% | -3.8% |
| 30D | +8.4% | -12.0% | +20.4% | +10.8% |
| 3M | -2.2% | -10.6% | +8.4% | -0.9% |
| 6M | +13.3% | -20.8% | +34.2% | +17.6% |
| YTD | +9.2% | +43.7% | -34.5% | -6.5% |
| 1Y | +2.9% | +35.0% | -32.1% | -10.4% |
| 3Y | +41.1% | +249.4% | -208.3% | -15.1% |
| 5Y | +11.0% | +422.1% | -411.2% | -43.6% |
| All | +338.5% | +1,857.9% | -1,519.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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