+7.0%
SHW vs SW
+29.5%
-22.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.6% | +5.0% |
| 7D | +13.3% | +12.1% | +1.3% | +8.3% |
| 30D | +14.1% | +6.6% | +7.6% | +11.2% |
| 3M | +0.8% | -6.0% | +6.8% | +3.0% |
| 6M | +17.6% | +21.5% | -3.8% | +8.9% |
| YTD | +13.0% | +20.3% | -7.3% | +2.6% |
| 1Y | +7.0% | +28.1% | -21.2% | -5.2% |
| All | +7.0% | +29.5% | -22.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling