+356.5%
SHW vs TAP
-49.5%
+406.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +1.6% | -7.8% | +9.4% | +3.9% |
| 30D | +12.1% | +7.1% | +5.0% | +10.1% |
| 3M | -3.0% | -7.0% | +4.1% | -1.1% |
| 6M | +13.5% | -3.8% | +17.3% | +14.5% |
| YTD | +11.2% | -11.7% | +23.0% | +14.5% |
| 1Y | +6.2% | -10.1% | +16.3% | +8.7% |
| 3Y | +45.6% | -23.7% | +69.3% | +54.1% |
| 5Y | +15.6% | +2.9% | +12.7% | +12.0% |
| 10Y | +356.5% | -49.5% | +406.0% | +366.8% |
| All | +356.5% | -49.5% | +406.0% | +366.8% |
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