+147.1%
SHW vs REPL
-7.7%
+154.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -1.2% | -5.7% | +4.6% | -1.0% |
| 30D | -11.6% | +22.5% | -34.1% | -12.1% |
| 3M | +9.1% | +64.7% | -55.5% | +6.6% |
| 6M | -0.7% | +83.0% | -83.7% | -6.2% |
| YTD | +1.4% | +52.0% | -50.6% | -3.8% |
| 1Y | -12.3% | +144.5% | -156.8% | -20.0% |
| 3Y | +23.4% | -25.1% | +48.4% | +9.4% |
| 5Y | +15.0% | -52.9% | +67.9% | +3.4% |
| All | +147.1% | -7.7% | +154.8% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling