+4.7%
SHW vs RF
+19.4%
-14.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | +11.3% | +6.2% | +5.1% | +8.4% |
| 3M | -1.8% | -7.8% | +6.0% | +1.8% |
| 6M | +12.7% | +5.9% | +6.8% | +10.3% |
| YTD | +10.4% | +9.0% | +1.4% | +3.6% |
| 1Y | +4.7% | +19.3% | -14.5% | -7.0% |
| All | +4.7% | +19.4% | -14.7% | -7.0% |
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