+15.0%
SHW vs ROL
-2.9%
+17.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.4% |
| 7D | -1.2% | -3.4% | +2.3% | +0.1% |
| 30D | -11.6% | -6.9% | -4.7% | -9.3% |
| 3M | +9.1% | -24.6% | +33.7% | +20.5% |
| 6M | -0.7% | -39.5% | +38.9% | +18.9% |
| YTD | +1.4% | -41.1% | +42.5% | +21.7% |
| 1Y | -12.3% | -37.9% | +25.7% | +3.0% |
| 3Y | +23.4% | +0.8% | +22.6% | +18.0% |
| 5Y | +15.0% | -4.7% | +19.7% | +7.1% |
| All | +15.0% | -2.9% | +17.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling