+12.2%
SHW vs SM
-11.5%
+23.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | +3.5% | -25.9% | +29.4% | +3.8% |
| 30D | +9.2% | -15.1% | +24.4% | +9.3% |
| 3M | -5.1% | +4.9% | -10.0% | -5.6% |
| 6M | +6.8% | +6.1% | +0.7% | +5.7% |
| YTD | +7.0% | +63.4% | -56.5% | +1.9% |
| 1Y | +4.1% | +72.5% | -68.4% | -1.2% |
| 3Y | +41.1% | -16.9% | +58.0% | +38.1% |
| All | +12.2% | -11.5% | +23.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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