+160.8%
SHW vs REPL
+35.1%
+125.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.6% |
| 7D | +3.5% | +22.8% | -19.3% | +3.0% |
| 30D | +9.2% | +63.8% | -54.5% | +7.9% |
| 3M | -5.1% | +68.1% | -73.2% | -6.4% |
| 6M | +6.8% | +528.5% | -521.6% | -1.0% |
| YTD | +7.0% | +122.4% | -115.5% | +0.5% |
| 1Y | +4.1% | +154.4% | -150.2% | -2.7% |
| 3Y | +41.1% | +68.0% | -26.9% | +19.2% |
| 5Y | +12.9% | -35.4% | +48.2% | +1.2% |
| All | +160.8% | +35.1% | +125.7% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling