+171.3%
SHW vs REPL
+39.1%
+132.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.1% | +4.0% |
| 7D | +1.6% | +14.2% | -12.6% | +1.3% |
| 30D | +12.1% | +65.9% | -53.8% | +10.7% |
| 3M | -3.0% | +84.6% | -87.5% | -4.5% |
| 6M | +13.5% | +446.9% | -433.4% | +5.8% |
| YTD | +11.2% | +129.0% | -117.8% | +4.5% |
| 1Y | +6.2% | +167.9% | -161.6% | -0.9% |
| 3Y | +45.6% | +93.9% | -48.3% | +21.9% |
| 5Y | +15.6% | -33.0% | +48.6% | +3.5% |
| All | +171.3% | +39.1% | +132.2% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling