+6.7%
SHW vs Q
+75.8%
-69.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | +4.2% | +4.0% | +0.2% | +3.9% |
| 30D | +11.3% | -2.3% | +13.6% | +11.5% |
| 3M | -1.8% | -7.9% | +6.1% | -1.1% |
| 6M | +12.7% | -16.0% | +28.7% | +13.2% |
| YTD | +10.4% | +51.7% | -41.3% | +1.5% |
| 1Y | +4.7% | +28.3% | -23.6% | -0.9% |
| All | +6.7% | +75.8% | -69.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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