+23.4%
SHW vs SPY
+78.7%
-55.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -11.6% | -0.9% | -10.7% | -10.9% |
| 3M | +9.1% | +3.9% | +5.2% | +6.0% |
| 6M | -0.7% | +14.5% | -15.2% | -10.6% |
| YTD | +1.4% | +12.9% | -11.6% | -7.9% |
| 1Y | -12.3% | +19.4% | -31.6% | -23.7% |
| 3Y | +23.4% | +78.5% | -55.1% | -26.7% |
| All | +23.4% | +78.7% | -55.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling