+305.0%
SHW vs RUN
-31.9%
+336.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -9.5% | -15.3% | +5.7% | -8.3% |
| 3M | +11.5% | -40.0% | +51.5% | +15.9% |
| 6M | -3.5% | -27.0% | +23.4% | -1.7% |
| YTD | +3.7% | -51.7% | +55.4% | +8.3% |
| 1Y | -7.9% | -45.9% | +38.0% | -5.7% |
| 3Y | +24.7% | -43.8% | +68.5% | +14.8% |
| 5Y | +13.6% | -80.5% | +94.1% | +10.4% |
| 10Y | +283.0% | +45.3% | +237.7% | +195.1% |
| All | +305.0% | -31.9% | +336.9% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling