+346.7%
SHW vs RF
+241.0%
+105.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | +11.1% | +4.6% | +6.5% | +9.7% |
| 3M | -2.2% | -8.4% | +6.3% | +0.5% |
| 6M | +14.3% | +8.9% | +5.5% | +11.5% |
| YTD | +10.6% | +8.8% | +1.8% | +7.6% |
| 1Y | +4.1% | +18.9% | -14.8% | -1.4% |
| 3Y | +42.9% | +116.0% | -73.1% | +12.1% |
| 5Y | +14.2% | +46.0% | -31.8% | -2.0% |
| 10Y | +346.7% | +231.7% | +115.0% | +179.3% |
| All | +346.7% | +241.0% | +105.7% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling