-10.4%
SHW vs ROK
+24.9%
-35.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -4.5% | -1.6% | -2.8% | -3.9% |
| 30D | -12.7% | -5.4% | -7.2% | -11.1% |
| 3M | +4.7% | -4.0% | +8.6% | +5.1% |
| 6M | -3.4% | +13.3% | -16.8% | -9.2% |
| YTD | -1.3% | +9.3% | -10.7% | -6.8% |
| 1Y | -10.4% | +25.8% | -36.2% | -20.2% |
| All | -10.4% | +24.9% | -35.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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