+51.1%
SHW vs ROIV
+270.3%
-219.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.8% |
| 7D | +3.5% | +5.3% | -1.9% | +3.1% |
| 30D | +9.2% | +11.9% | -2.6% | +8.4% |
| 3M | -5.1% | +10.7% | -15.8% | -5.9% |
| 6M | +6.8% | +34.9% | -28.1% | +4.3% |
| YTD | +7.0% | +79.2% | -72.2% | +2.3% |
| 1Y | +4.1% | +89.0% | -84.9% | -0.8% |
| 3Y | +41.1% | +337.3% | -296.3% | +27.0% |
| 5Y | +12.9% | +402.3% | -389.5% | -4.2% |
| All | +51.1% | +270.3% | -219.2% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling