+45.6%
SHW vs ROP
-5.7%
+51.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.4% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +12.1% | +29.5% | -17.5% | +3.1% |
| 3M | -3.0% | +17.5% | -20.5% | -8.0% |
| 6M | +13.5% | +38.1% | -24.5% | +1.6% |
| YTD | +11.2% | +7.0% | +4.3% | +12.1% |
| 1Y | +6.2% | +6.5% | -0.3% | +7.3% |
| 3Y | +45.6% | -5.5% | +51.1% | +50.0% |
| All | +45.6% | -5.7% | +51.3% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling