+10.2%
SHW vs RACE
+64.4%
-54.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.4% |
| 30D | +8.1% | +6.1% | +1.9% | +5.9% |
| 3M | -2.8% | -0.3% | -2.5% | -2.8% |
| 6M | +15.0% | +23.4% | -8.4% | +6.5% |
| YTD | +9.0% | +12.5% | -3.5% | +3.8% |
| 1Y | +4.5% | -0.5% | +4.9% | +3.6% |
| 3Y | +41.9% | +23.6% | +18.2% | +21.6% |
| All | +10.2% | +64.4% | -54.2% | -22.6% |
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