-12.3%
SHW vs S
+4.5%
-16.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | -11.6% | -9.2% | -2.4% | -11.2% |
| 3M | +9.1% | +23.4% | -14.3% | +8.2% |
| 6M | -0.7% | +36.9% | -37.6% | -2.4% |
| YTD | +1.4% | +29.5% | -28.2% | 0.0% |
| 1Y | -12.3% | +5.4% | -17.7% | -10.1% |
| All | -12.3% | +4.5% | -16.7% | -10.1% |
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