+15.3%
SHW vs REPL
-54.3%
+69.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.4% |
| 7D | -3.2% | -3.0% | -0.3% | -3.2% |
| 30D | -9.5% | +27.1% | -36.7% | -9.7% |
| 3M | +11.5% | +52.4% | -40.9% | +11.0% |
| 6M | -3.5% | +107.4% | -111.0% | -5.7% |
| YTD | +3.7% | +54.7% | -51.0% | +2.0% |
| 1Y | -7.9% | +158.9% | -166.8% | -11.4% |
| 3Y | +24.7% | -23.7% | +48.4% | +20.5% |
| All | +15.3% | -54.3% | +69.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling