+10.2%
SHW vs TPR
+230.3%
-220.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +8.1% | +15.1% | -7.1% | +4.2% |
| 3M | -2.8% | +3.5% | -6.3% | -3.9% |
| 6M | +15.0% | +0.4% | +14.6% | +13.8% |
| YTD | +9.0% | +4.6% | +4.4% | +6.3% |
| 1Y | +4.5% | +33.1% | -28.6% | -4.1% |
| 3Y | +41.9% | +396.0% | -354.1% | -12.7% |
| All | +10.2% | +230.3% | -220.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling