+21,462.4%
SHW vs ROST
+70,624.3%
-49,162.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | +8.1% | +0.5% | +7.6% | +8.0% |
| 3M | -2.8% | -5.2% | +2.5% | -1.7% |
| 6M | +15.0% | +9.8% | +5.2% | +12.6% |
| YTD | +9.0% | +29.4% | -20.4% | +3.0% |
| 1Y | +4.5% | +44.4% | -39.9% | -3.5% |
| 3Y | +41.9% | +95.0% | -53.1% | +22.4% |
| 5Y | +10.7% | +111.9% | -101.1% | -7.5% |
| 10Y | +340.4% | +301.2% | +39.1% | +217.4% |
| All | +21,462.4% | +70,624.3% | -49,162.0% | +6,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling