+290.6%
SHW vs STZ
-13.5%
+304.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.3% |
| 7D | -1.2% | -7.4% | +6.2% | +1.6% |
| 30D | -11.6% | -10.9% | -0.7% | -8.0% |
| 3M | +9.1% | -13.4% | +22.5% | +14.6% |
| 6M | -0.7% | -16.2% | +15.5% | +5.1% |
| YTD | +1.4% | -10.4% | +11.8% | +4.2% |
| 1Y | -12.3% | -14.8% | +2.5% | -8.4% |
| 3Y | +23.4% | -50.1% | +73.5% | +54.6% |
| 5Y | +15.0% | -38.8% | +53.8% | +32.7% |
| All | +290.6% | -13.5% | +304.1% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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