+15.3%
SHW vs SW
-2.3%
+17.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -3.2% | -5.1% | +1.9% | -2.5% |
| 30D | -9.5% | -4.6% | -4.9% | -8.9% |
| 3M | +11.5% | +9.4% | +2.1% | +10.0% |
| 6M | -3.5% | +3.5% | -7.1% | -4.4% |
| YTD | +3.7% | +22.0% | -18.3% | +0.8% |
| 1Y | -7.9% | +2.2% | -10.1% | -9.0% |
| 3Y | +24.7% | +19.6% | +5.1% | +20.6% |
| All | +15.3% | -2.3% | +17.6% | +9.8% |
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