+284.1%
SHW vs SPY
+312.5%
-28.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -11.4% | -1.4% | -10.0% | -10.3% |
| 3M | +3.5% | +3.7% | -0.2% | +0.2% |
| 6M | -3.4% | +13.0% | -16.4% | -13.4% |
| YTD | -0.3% | +12.4% | -12.7% | -10.3% |
| 1Y | -10.4% | +18.5% | -29.0% | -23.3% |
| 3Y | +21.3% | +77.6% | -56.3% | -29.0% |
| 5Y | +12.9% | +81.7% | -68.8% | -35.7% |
| 10Y | +284.1% | +319.7% | -35.6% | -11.3% |
| All | +284.1% | +312.5% | -28.4% | -11.3% |
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