+45.6%
SHW vs QLD
+149.9%
-104.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.8% | -2.8% | +2.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +12.1% | -19.6% | +31.7% | +16.7% |
| 3M | -3.0% | -14.1% | +11.2% | -0.5% |
| 6M | +13.5% | -13.6% | +27.2% | +15.2% |
| YTD | +11.2% | +12.5% | -1.3% | +5.4% |
| 1Y | +6.2% | +13.1% | -6.9% | +0.3% |
| 3Y | +45.6% | +154.7% | -109.1% | +0.5% |
| All | +45.6% | +149.9% | -104.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling