+15.0%
SHW vs ROP
-14.2%
+29.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | +1.7% |
| 30D | -11.6% | -1.6% | -10.0% | -11.0% |
| 3M | +9.1% | +18.8% | -9.7% | -1.4% |
| 6M | -0.7% | +8.2% | -8.9% | -5.8% |
| YTD | +1.4% | -10.5% | +11.8% | +8.0% |
| 1Y | -12.3% | -23.7% | +11.5% | +4.5% |
| 3Y | +23.4% | -17.9% | +41.2% | +35.7% |
| 5Y | +15.0% | -15.3% | +30.4% | +21.5% |
| All | +15.0% | -14.2% | +29.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling