+10.0%
SHW vs ROIV
+380.3%
-370.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +7.8% | +17.6% | -9.8% | +6.5% |
| 3M | -3.0% | +9.0% | -12.0% | -3.8% |
| 6M | +14.8% | +35.3% | -20.5% | +11.7% |
| YTD | +8.8% | +82.2% | -73.4% | +3.4% |
| 1Y | +4.2% | +92.3% | -88.0% | -1.3% |
| 3Y | +41.5% | +336.8% | -295.3% | +25.7% |
| All | +10.0% | +380.3% | -370.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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