+14.5%
SHW vs SW
-1.6%
+16.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | +5.7% | +4.7% | +1.1% | +5.0% |
| 30D | +8.7% | +5.0% | +3.7% | +7.9% |
| 3M | -5.4% | -7.3% | +2.0% | -4.3% |
| 6M | +12.2% | +15.0% | -2.7% | +10.0% |
| YTD | +8.5% | +18.5% | -10.0% | +5.8% |
| 1Y | +4.9% | +27.1% | -22.2% | +1.6% |
| 3Y | +42.8% | +49.3% | -6.5% | +36.9% |
| 5Y | +14.5% | -1.6% | +16.1% | +7.8% |
| All | +14.5% | -1.6% | +16.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling