+12.2%
SHW vs S
-67.4%
+79.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +3.5% | -13.4% | +16.9% | +5.0% |
| 30D | +9.2% | -14.0% | +23.2% | +10.8% |
| 3M | -5.1% | +4.9% | -10.0% | -6.4% |
| 6M | +6.8% | +42.0% | -35.2% | +1.2% |
| YTD | +7.0% | +45.1% | -38.2% | +0.4% |
| 1Y | +4.1% | +33.1% | -29.0% | -1.4% |
| 3Y | +41.1% | +40.6% | +0.4% | +29.6% |
| All | +12.2% | -67.4% | +79.6% | +12.9% |
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