+21,057.3%
SHW vs TAP
+821.1%
+20,236.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.5% |
| 7D | +3.5% | +0.5% | +2.9% | +3.4% |
| 30D | +9.2% | +9.1% | +0.1% | +7.5% |
| 3M | -5.1% | -3.8% | -1.3% | -4.4% |
| 6M | +6.8% | -3.4% | +10.3% | +7.5% |
| YTD | +7.0% | -10.6% | +17.6% | +9.0% |
| 1Y | +4.1% | -4.4% | +8.5% | +4.6% |
| 3Y | +41.1% | -24.4% | +65.4% | +47.3% |
| 5Y | +12.9% | +2.1% | +10.8% | +10.7% |
| 10Y | +366.3% | -48.7% | +415.1% | +397.7% |
| All | +21,057.3% | +821.1% | +20,236.1% | +13,499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling