+43.1%
SHW vs RACE
+30.0%
+13.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.3% |
| 7D | +5.7% | +5.7% | +0.1% | +4.1% |
| 30D | +8.7% | +9.3% | -0.6% | +6.0% |
| 3M | -5.4% | +3.8% | -9.2% | -6.4% |
| 6M | +12.2% | +29.8% | -17.5% | +4.6% |
| YTD | +8.5% | +15.6% | -7.1% | +3.5% |
| 1Y | +4.9% | +5.1% | -0.1% | +2.1% |
| All | +43.1% | +30.0% | +13.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling