+15.3%
SHW vs RACE
+93.6%
-78.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.4% |
| 30D | -9.5% | +0.8% | -10.3% | -9.8% |
| 3M | +11.5% | +17.2% | -5.7% | +5.4% |
| 6M | -3.5% | +13.6% | -17.1% | -8.1% |
| YTD | +3.7% | +12.2% | -8.5% | -1.1% |
| 1Y | -7.9% | -16.3% | +8.4% | -3.7% |
| 3Y | +24.7% | +36.4% | -11.7% | +2.3% |
| All | +15.3% | +93.6% | -78.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling