+20.3%
SHW vs RUN
-37.3%
+57.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.4% |
| 7D | -3.2% | -1.8% | -1.4% | -3.1% |
| 30D | -11.4% | -10.8% | -0.6% | -10.9% |
| 3M | +3.5% | -30.2% | +33.6% | +5.3% |
| 6M | -3.4% | -22.3% | +19.0% | -2.4% |
| YTD | -0.3% | -52.2% | +51.8% | +2.3% |
| 1Y | -10.4% | -45.1% | +34.7% | -9.2% |
| All | +20.3% | -37.3% | +57.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling