+11,823.3%
SHW vs ROP
+25,523.2%
-13,699.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.4% |
| 7D | -3.2% | -4.4% | +1.2% | -2.1% |
| 30D | -9.5% | +3.2% | -12.8% | -10.3% |
| 3M | +11.5% | +23.1% | -11.6% | +5.2% |
| 6M | -3.5% | +13.3% | -16.9% | -7.2% |
| YTD | +3.7% | -7.9% | +11.6% | +4.9% |
| 1Y | -7.9% | -22.1% | +14.2% | -2.7% |
| 3Y | +24.7% | -16.8% | +41.5% | +29.6% |
| 5Y | +13.6% | -13.5% | +27.1% | +17.2% |
| 10Y | +283.0% | +137.7% | +145.3% | +214.6% |
| All | +11,823.3% | +25,523.2% | -13,699.9% | +5,546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling