+284.7%
SHW vs QLD
+1,646.9%
-1,362.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | +11.5% | -8.4% | +19.8% | +13.2% |
| 6M | -3.5% | +32.2% | -35.8% | -13.0% |
| YTD | +3.7% | +28.9% | -25.2% | -6.0% |
| 1Y | -7.9% | +43.8% | -51.7% | -19.9% |
| 3Y | +24.7% | +176.6% | -151.9% | -16.3% |
| 5Y | +13.6% | +121.6% | -108.0% | -23.3% |
| All | +284.7% | +1,646.9% | -1,362.2% | +8.3% |
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