+13.8%
SHW vs QLD
+62.6%
-48.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.7% | +8.7% | -0.8% |
| 7D | +5.7% | -18.6% | +24.3% | +10.9% |
| 30D | +8.7% | -28.3% | +37.0% | +17.4% |
| 3M | -5.4% | -20.4% | +15.0% | -0.6% |
| 6M | +12.2% | -14.3% | +26.5% | +14.4% |
| YTD | +8.5% | +2.8% | +5.7% | +4.8% |
| 1Y | +4.9% | -1.2% | +6.1% | +2.2% |
| 3Y | +42.8% | +135.3% | -92.5% | +4.6% |
| All | +13.8% | +62.6% | -48.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling