+20,418.4%
SHW vs ROL
+9,030.3%
+11,388.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.2% | -1.4% | -1.8% | -2.8% |
| 30D | -9.5% | -4.1% | -5.4% | -8.4% |
| 3M | +11.5% | -22.5% | +34.0% | +20.1% |
| 6M | -3.5% | -37.7% | +34.1% | +10.9% |
| YTD | +3.7% | -39.6% | +43.3% | +19.9% |
| 1Y | -7.9% | -36.0% | +28.1% | +4.5% |
| 3Y | +24.7% | -5.1% | +29.8% | +24.4% |
| 5Y | +13.6% | -3.4% | +17.0% | +11.5% |
| 10Y | +283.0% | +215.2% | +67.7% | +164.0% |
| All | +20,418.4% | +9,030.3% | +11,388.2% | +5,555.2% |
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