+3.4%
SHW vs Q
+66.4%
-63.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -1.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +9.2% | -9.8% | +19.0% | +10.3% |
| 3M | -5.1% | -12.2% | +7.1% | -4.0% |
| 6M | +6.8% | -21.6% | +28.5% | +8.1% |
| YTD | +7.0% | +43.6% | -36.6% | -1.2% |
| 1Y | +4.1% | +25.7% | -21.6% | -1.6% |
| All | +3.4% | +66.4% | -63.0% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling