+338.5%
SHW vs ROST
+310.3%
+28.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.6% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +8.4% | +5.1% | +3.3% | +6.6% |
| 3M | -2.2% | -4.3% | +2.0% | -0.8% |
| 6M | +13.3% | +9.4% | +3.9% | +9.4% |
| YTD | +9.2% | +32.5% | -23.3% | -1.6% |
| 1Y | +2.9% | +46.9% | -44.0% | -10.7% |
| 3Y | +41.1% | +98.1% | -57.0% | +9.0% |
| 5Y | +11.0% | +116.9% | -106.0% | -19.4% |
| All | +338.5% | +310.3% | +28.2% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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