+356.5%
SHW vs RACE
+738.3%
-381.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.8% |
| 7D | +1.6% | +3.9% | -2.3% | +0.1% |
| 30D | +12.1% | +7.4% | +4.6% | +9.2% |
| 3M | -3.0% | +1.6% | -4.6% | -3.6% |
| 6M | +13.5% | +23.3% | -9.8% | +4.6% |
| YTD | +11.2% | +14.7% | -3.4% | +4.9% |
| 1Y | +6.2% | +2.5% | +3.7% | +4.3% |
| 3Y | +45.6% | +28.0% | +17.7% | +25.0% |
| 5Y | +15.6% | +69.8% | -54.2% | -13.8% |
| 10Y | +356.5% | +734.9% | -378.4% | +130.1% |
| All | +356.5% | +738.3% | -381.8% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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