+340.7%
SHW vs PWR
+1,818.7%
-1,478.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +4.2% | -11.2% | +15.5% | +6.7% |
| 30D | +11.3% | -17.4% | +28.7% | +15.6% |
| 3M | -1.8% | -11.7% | +9.9% | -0.2% |
| 6M | +12.7% | -21.7% | +34.4% | +17.1% |
| YTD | +10.4% | +38.3% | -27.8% | -4.5% |
| 1Y | +4.7% | +29.6% | -24.9% | -7.9% |
| 3Y | +42.7% | +236.1% | -193.5% | -13.3% |
| 5Y | +14.5% | +406.3% | -391.8% | -41.4% |
| 10Y | +340.7% | +1,796.7% | -1,456.0% | +24.9% |
| All | +340.7% | +1,818.7% | -1,478.0% | +24.9% |
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