+20,418.4%
SHW vs ROST
+70,186.3%
-49,767.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | +0.9% | -4.2% | -3.4% |
| 30D | -9.5% | -8.9% | -0.6% | -7.8% |
| 3M | +11.5% | -0.8% | +12.3% | +11.5% |
| 6M | -3.5% | +8.5% | -12.0% | -5.4% |
| YTD | +3.7% | +28.6% | -24.9% | -1.9% |
| 1Y | -7.9% | +52.3% | -60.2% | -16.0% |
| 3Y | +24.7% | +94.8% | -70.1% | +7.6% |
| 5Y | +13.6% | +110.8% | -97.2% | -5.1% |
| 10Y | +283.0% | +304.5% | -21.6% | +175.6% |
| All | +20,418.4% | +70,186.3% | -49,767.8% | +6,519.5% |
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