+15.0%
SHW vs ROST
+111.1%
-96.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -11.6% | -10.0% | -1.6% | -8.3% |
| 3M | +9.1% | +1.2% | +7.9% | +8.4% |
| 6M | -0.7% | +8.9% | -9.6% | -4.0% |
| YTD | +1.4% | +28.1% | -26.7% | -7.6% |
| 1Y | -12.3% | +53.0% | -65.2% | -25.0% |
| 3Y | +23.4% | +97.9% | -74.5% | -4.7% |
| 5Y | +15.0% | +112.0% | -97.0% | -18.3% |
| All | +15.0% | +111.1% | -96.1% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling