+337.7%
SHW vs SPY
+307.0%
+30.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.9% | +2.6% | -0.7% | -0.4% |
| 30D | +8.1% | -2.0% | +10.0% | +9.9% |
| 3M | -2.8% | -2.8% | 0.0% | -0.4% |
| 6M | +15.0% | +2.1% | +12.9% | +12.7% |
| YTD | +9.0% | +11.5% | -2.5% | -1.2% |
| 1Y | +4.5% | +13.5% | -9.0% | -6.8% |
| 3Y | +41.9% | +77.7% | -35.8% | -17.0% |
| 5Y | +10.7% | +72.6% | -61.9% | -33.8% |
| All | +337.7% | +307.0% | +30.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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