+21,359.2%
SHW vs RF
+1,429.2%
+19,929.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | +5.7% | -1.6% | +7.4% | +6.2% |
| 30D | +8.7% | +5.0% | +3.6% | +7.6% |
| 3M | -5.4% | -10.0% | +4.6% | -3.1% |
| 6M | +12.2% | +3.3% | +8.9% | +11.5% |
| YTD | +8.5% | +7.9% | +0.5% | +6.5% |
| 1Y | +4.9% | +21.2% | -16.3% | +0.4% |
| 3Y | +42.8% | +105.8% | -63.0% | +20.6% |
| 5Y | +14.5% | +43.7% | -29.3% | +2.9% |
| 10Y | +373.0% | +289.4% | +83.5% | +223.8% |
| All | +21,359.2% | +1,429.2% | +19,929.9% | +7,399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling