+2,417.5%
SHW vs SW
+755.0%
+1,662.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.4% |
| 7D | -3.2% | -5.1% | +1.9% | -2.9% |
| 30D | -9.5% | -4.6% | -4.9% | -9.3% |
| 3M | +11.5% | +9.4% | +2.1% | +10.9% |
| 6M | -3.5% | +3.5% | -7.1% | -3.8% |
| YTD | +3.7% | +22.0% | -18.3% | +2.6% |
| 1Y | -7.9% | +2.2% | -10.1% | -8.3% |
| 3Y | +24.7% | +19.6% | +5.1% | +23.1% |
| 5Y | +13.6% | -2.3% | +15.9% | +11.7% |
| 10Y | +283.0% | +181.4% | +101.6% | +267.5% |
| All | +2,417.5% | +755.0% | +1,662.5% | +2,315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling