-12.3%
SHW vs TPR
+12.7%
-25.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.5% | -1.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.4% |
| 30D | -11.6% | -27.3% | +15.7% | -5.3% |
| 3M | +9.1% | -16.2% | +25.3% | +12.4% |
| 6M | -0.7% | -17.9% | +17.2% | +2.4% |
| YTD | +1.4% | -7.1% | +8.5% | +3.4% |
| 1Y | -12.3% | +13.6% | -25.9% | -13.3% |
| All | -12.3% | +12.7% | -25.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling