+284.7%
SHW vs RF
+343.3%
-58.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | -9.5% | -3.6% | -5.9% | -8.5% |
| 3M | +11.5% | +8.1% | +3.4% | +8.9% |
| 6M | -3.5% | +11.5% | -15.0% | -6.7% |
| YTD | +3.7% | +15.6% | -11.9% | -1.0% |
| 1Y | -7.9% | +15.7% | -23.6% | -12.2% |
| 3Y | +24.7% | +86.9% | -62.2% | +1.5% |
| 5Y | +13.6% | +89.8% | -76.2% | -9.8% |
| All | +284.7% | +343.3% | -58.7% | +106.4% |
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