+166.3%
SHW vs REPL
+37.4%
+128.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +0.7% | +9.8% | -9.1% | +0.5% |
| 30D | +8.4% | +81.5% | -73.1% | +6.9% |
| 3M | -2.2% | +44.2% | -46.4% | -3.2% |
| 6M | +13.3% | +437.4% | -424.1% | +5.7% |
| YTD | +9.2% | +126.1% | -116.9% | +2.6% |
| 1Y | +2.9% | +143.1% | -140.2% | -3.6% |
| 3Y | +41.1% | +97.8% | -56.7% | +17.8% |
| 5Y | +11.0% | -34.3% | +45.2% | -0.6% |
| All | +166.3% | +37.4% | +128.9% | +98.6% |
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