+356.1%
SHW vs TPR
+383.4%
-27.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +3.5% | +14.2% | -10.7% | +0.2% |
| 30D | +9.2% | +17.1% | -7.8% | +5.2% |
| 3M | -5.1% | -17.7% | +12.6% | -1.4% |
| 6M | +6.8% | -10.2% | +17.0% | +8.4% |
| YTD | +7.0% | +4.9% | +2.0% | +4.4% |
| 1Y | +4.1% | +36.1% | -32.0% | -4.4% |
| 3Y | +41.1% | +416.5% | -375.4% | -8.7% |
| 5Y | +12.9% | +254.8% | -241.9% | -22.5% |
| All | +356.1% | +383.4% | -27.3% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling