+10.2%
SHW vs PWR
+411.6%
-401.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.9% | +11.3% | -9.4% | 0.0% |
| 30D | +8.1% | -8.9% | +16.9% | +9.1% |
| 3M | -2.8% | -10.5% | +7.7% | -1.8% |
| 6M | +15.0% | -22.2% | +37.2% | +19.1% |
| YTD | +9.0% | +42.7% | -33.7% | -3.7% |
| 1Y | +4.5% | +41.1% | -36.6% | -7.6% |
| 3Y | +41.9% | +242.7% | -200.9% | -9.0% |
| All | +10.2% | +411.6% | -401.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling