+14.5%
SHW vs RF
+45.3%
-30.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | +11.3% | +6.2% | +5.1% | +9.0% |
| 3M | -1.8% | -7.8% | +6.0% | +1.1% |
| 6M | +12.7% | +5.9% | +6.8% | +10.5% |
| YTD | +10.4% | +9.0% | +1.4% | +6.9% |
| 1Y | +4.7% | +19.3% | -14.5% | -1.8% |
| 3Y | +42.7% | +116.4% | -73.8% | +7.7% |
| 5Y | +14.5% | +46.0% | -31.5% | -3.4% |
| All | +14.5% | +45.3% | -30.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling