+15.0%
SHW vs SO
+61.3%
-46.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -11.6% | -3.2% | -8.4% | -10.5% |
| 3M | +9.1% | -1.7% | +10.8% | +9.7% |
| 6M | -0.7% | -7.2% | +6.5% | +2.2% |
| YTD | +1.4% | +4.6% | -3.2% | -0.8% |
| 1Y | -12.3% | +1.2% | -13.5% | -13.2% |
| 3Y | +23.4% | +45.3% | -21.9% | +1.8% |
| 5Y | +15.0% | +58.7% | -43.7% | -7.3% |
| All | +15.0% | +61.3% | -46.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling