+284.1%
SHW vs SO
+155.9%
+128.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -11.4% | -2.5% | -8.9% | -10.5% |
| 3M | +3.5% | -4.2% | +7.7% | +5.2% |
| 6M | -3.4% | -7.7% | +4.3% | -0.2% |
| YTD | -0.3% | +3.8% | -4.1% | -2.3% |
| 1Y | -10.4% | +0.1% | -10.5% | -11.0% |
| 3Y | +21.3% | +44.2% | -22.9% | +1.3% |
| 5Y | +12.9% | +57.9% | -45.0% | -10.2% |
| 10Y | +284.1% | +162.0% | +122.1% | +160.7% |
| All | +284.1% | +155.9% | +128.2% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling