+21,057.3%
SHW vs ROL
+9,562.4%
+11,494.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +3.5% | +9.5% | -6.0% | +0.6% |
| 30D | +9.2% | +22.9% | -13.7% | +2.6% |
| 3M | -5.1% | +3.5% | -8.6% | -6.3% |
| 6M | +6.8% | -29.4% | +36.2% | +18.1% |
| YTD | +7.0% | -36.1% | +43.0% | +21.4% |
| 1Y | +4.1% | -34.4% | +38.5% | +17.2% |
| 3Y | +41.1% | +4.0% | +37.1% | +37.1% |
| 5Y | +12.9% | +13.2% | -0.4% | +5.9% |
| 10Y | +366.3% | +219.7% | +146.7% | +219.5% |
| All | +21,057.3% | +9,562.4% | +11,494.9% | +5,623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling