+2,702.8%
SHW vs QLD
+9,036.4%
-6,333.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 6M | -3.5% | +32.2% | -35.8% | -13.7% |
| YTD | +3.7% | +28.9% | -25.2% | -6.8% |
| 1Y | -7.9% | +43.8% | -51.7% | -20.8% |
| 3Y | +24.7% | +176.6% | -151.9% | -18.7% |
| 5Y | +13.6% | +121.6% | -108.0% | -25.7% |
| 10Y | +283.0% | +1,652.9% | -1,370.0% | +3.5% |
| All | +2,702.8% | +9,036.4% | -6,333.6% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling