+273.5%
SHW vs ROST
+308.3%
-34.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.5% | -2.5% | -2.0% | -3.6% |
| 30D | -12.7% | -10.3% | -2.4% | -9.3% |
| 3M | +4.7% | -2.6% | +7.3% | +5.4% |
| 6M | -3.4% | +6.5% | -10.0% | -5.9% |
| YTD | -1.3% | +25.9% | -27.3% | -9.6% |
| 1Y | -10.4% | +52.3% | -62.7% | -23.3% |
| 3Y | +20.1% | +94.6% | -74.5% | -6.8% |
| 5Y | +10.5% | +111.1% | -100.6% | -19.2% |
| All | +273.5% | +308.3% | -34.8% | +113.3% |
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