+7.0%
SHW vs S
+36.5%
-29.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.6% |
| 7D | +13.3% | -8.2% | +21.5% | +13.3% |
| 30D | +14.1% | -7.6% | +21.8% | +14.1% |
| 3M | +0.8% | +12.0% | -11.2% | +0.3% |
| 6M | +17.6% | +50.6% | -32.9% | +16.5% |
| YTD | +13.0% | +56.6% | -43.6% | +11.6% |
| 1Y | +7.0% | +39.2% | -32.3% | +6.8% |
| All | +7.0% | +36.5% | -29.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling