+21,748.4%
SHW vs ROL
+9,682.1%
+12,066.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +4.2% | +2.9% | +1.4% | +3.4% |
| 30D | +11.3% | +20.1% | -8.9% | +5.2% |
| 3M | -1.8% | +3.2% | -5.0% | -2.9% |
| 6M | +12.7% | -28.0% | +40.7% | +23.9% |
| YTD | +10.4% | -35.3% | +45.7% | +24.9% |
| 1Y | +4.7% | -33.6% | +38.4% | +17.5% |
| 3Y | +42.7% | +3.8% | +38.9% | +38.8% |
| 5Y | +14.5% | +14.4% | +0.2% | +7.2% |
| 10Y | +340.7% | +213.1% | +127.7% | +203.6% |
| All | +21,748.4% | +9,682.1% | +12,066.3% | +5,789.7% |
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