+340.7%
SHW vs TPR
+386.9%
-46.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.2% | +12.1% | -7.8% | +1.4% |
| 30D | +11.3% | +16.7% | -5.4% | +7.2% |
| 3M | -1.8% | -17.4% | +15.6% | +2.0% |
| 6M | +12.7% | +2.3% | +10.4% | +11.2% |
| YTD | +10.4% | +7.1% | +3.3% | +7.3% |
| 1Y | +4.7% | +29.5% | -24.8% | -2.7% |
| 3Y | +42.7% | +415.0% | -372.4% | -7.5% |
| 5Y | +14.5% | +261.5% | -246.9% | -21.7% |
| 10Y | +340.7% | +383.3% | -42.6% | +150.0% |
| All | +340.7% | +386.9% | -46.2% | +150.0% |
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