+13.8%
SHW vs SWKS
-43.3%
+57.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | +5.7% | -9.2% | +14.9% | +7.7% |
| 30D | +8.7% | -1.9% | +10.6% | +8.9% |
| 3M | -5.4% | +21.2% | -26.6% | -10.1% |
| 6M | +12.2% | +12.9% | -0.6% | +6.8% |
| YTD | +8.5% | +30.7% | -22.3% | -1.1% |
| 1Y | +4.9% | +14.1% | -9.2% | -1.2% |
| 3Y | +42.8% | -1.7% | +44.5% | +32.5% |
| All | +13.8% | -43.3% | +57.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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