-7.9%
SHW vs RF
+16.9%
-24.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.8% |
| 30D | -9.5% | -3.6% | -5.9% | -8.2% |
| 3M | +11.5% | +8.1% | +3.4% | +8.3% |
| 6M | -3.5% | +11.5% | -15.0% | -7.8% |
| YTD | +3.7% | +15.6% | -11.9% | -2.9% |
| 1Y | -7.9% | +15.7% | -23.6% | -16.0% |
| All | -7.9% | +16.9% | -24.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling