+280.4%
SHW vs RUN
+42.2%
+238.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +1.9% |
| 7D | -3.1% | -3.7% | +0.6% | -2.8% |
| 30D | -10.0% | -13.0% | +3.0% | -8.9% |
| 3M | +2.3% | -31.8% | +34.1% | +5.6% |
| 6M | +0.7% | -32.2% | +32.9% | +3.5% |
| YTD | +0.5% | -53.5% | +54.0% | +5.7% |
| 1Y | -11.5% | -46.5% | +35.1% | -9.0% |
| 3Y | +21.3% | -37.6% | +58.9% | +8.7% |
| 5Y | +12.5% | -80.9% | +93.4% | +9.4% |
| All | +280.4% | +42.2% | +238.2% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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