+7,053.1%
SHW vs TPR
+7,380.8%
-327.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | -9.5% | -23.0% | +13.4% | -4.0% |
| 3M | +11.5% | -12.5% | +23.9% | +14.6% |
| 6M | -3.5% | -21.4% | +17.9% | +1.6% |
| YTD | +3.7% | -3.5% | +7.2% | +3.4% |
| 1Y | -7.9% | +17.4% | -25.3% | -13.1% |
| 3Y | +24.7% | +291.3% | -266.5% | -15.9% |
| 5Y | +13.6% | +241.9% | -228.3% | -23.3% |
| 10Y | +283.0% | +322.7% | -39.7% | +115.3% |
| All | +7,053.1% | +7,380.8% | -327.6% | +1,823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling