+284.1%
SHW vs ROL
+205.3%
+78.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -3.2% | -3.3% | +0.1% | -1.9% |
| 30D | -11.4% | -7.2% | -4.2% | -8.7% |
| 3M | +3.5% | -27.0% | +30.5% | +16.9% |
| 6M | -3.4% | -39.5% | +36.2% | +17.8% |
| YTD | -0.3% | -41.8% | +41.5% | +22.6% |
| 1Y | -10.4% | -38.9% | +28.4% | +7.7% |
| 3Y | +21.3% | -0.4% | +21.7% | +17.0% |
| 5Y | +12.9% | -4.2% | +17.1% | +8.3% |
| 10Y | +284.1% | +208.2% | +75.9% | +124.9% |
| All | +284.1% | +205.3% | +78.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling