+337.7%
SHW vs ROP
+185.2%
+152.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +8.1% | +28.8% | -20.7% | -6.9% |
| 3M | -2.8% | +21.1% | -23.8% | -13.4% |
| 6M | +15.0% | +52.5% | -37.5% | -11.8% |
| YTD | +9.0% | +8.9% | +0.1% | +1.7% |
| 1Y | +4.5% | +8.2% | -3.8% | -2.2% |
| 3Y | +41.9% | -5.2% | +47.0% | +42.8% |
| 5Y | +10.7% | +1.7% | +9.0% | +5.6% |
| All | +337.7% | +185.2% | +152.5% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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