+15.3%
SHW vs S
-71.4%
+86.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.2% | -7.7% | +4.5% | -2.4% |
| 30D | -9.5% | -5.3% | -4.2% | -9.2% |
| 3M | +11.5% | +20.3% | -8.8% | +8.6% |
| 6M | -3.5% | +47.4% | -50.9% | -8.9% |
| YTD | +3.7% | +32.5% | -28.8% | -1.0% |
| 1Y | -7.9% | +9.5% | -17.4% | -10.2% |
| 3Y | +24.7% | +15.5% | +9.2% | +18.0% |
| All | +15.3% | -71.4% | +86.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling