+278.3%
SHW vs TAP
-52.1%
+330.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.2% |
| 7D | -1.2% | -2.3% | +1.1% | -0.5% |
| 30D | -11.6% | -9.4% | -2.2% | -9.2% |
| 3M | +9.1% | -0.8% | +9.9% | +9.3% |
| 6M | -0.7% | -14.7% | +14.1% | +3.3% |
| YTD | +1.4% | -13.9% | +15.3% | +5.0% |
| 1Y | -12.3% | -18.6% | +6.4% | -7.9% |
| 3Y | +23.4% | -32.0% | +55.4% | +34.5% |
| 5Y | +15.0% | -1.0% | +16.0% | +12.4% |
| 10Y | +278.3% | -51.4% | +329.6% | +292.8% |
| All | +278.3% | -52.1% | +330.3% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling