+340.7%
SHW vs QLD
+1,387.1%
-1,046.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +4.2% | -3.8% | +8.0% | +5.3% |
| 30D | +11.3% | -20.5% | +31.8% | +18.4% |
| 3M | -1.8% | -14.6% | +12.8% | +2.0% |
| 6M | +12.7% | -14.7% | +27.4% | +15.7% |
| YTD | +10.4% | +11.2% | -0.7% | +3.8% |
| 1Y | +4.7% | +7.1% | -2.4% | -0.6% |
| 3Y | +42.7% | +141.1% | -98.4% | -0.7% |
| 5Y | +14.5% | +84.3% | -69.7% | -18.5% |
| 10Y | +340.7% | +1,450.1% | -1,109.3% | +29.9% |
| All | +340.7% | +1,387.1% | -1,046.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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