-1.5%
SHW vs SOLS
+17.0%
-18.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -3.1% | -3.5% | +0.3% | -2.8% |
| 30D | -10.0% | -1.0% | -9.1% | -10.0% |
| 3M | +2.3% | -24.1% | +26.4% | +5.4% |
| 6M | +0.7% | -18.0% | +18.6% | +1.8% |
| YTD | +0.5% | +27.1% | -26.6% | -3.4% |
| All | -1.5% | +17.0% | -18.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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