+7,381.1%
SHW vs TPR
+8,117.6%
-736.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.1% | -5.8% |
| 7D | +5.7% | +13.9% | -8.1% | +2.2% |
| 30D | +8.7% | +14.9% | -6.2% | +4.8% |
| 3M | -5.4% | -15.4% | +10.0% | -2.1% |
| 6M | +12.2% | -4.5% | +16.7% | +12.3% |
| YTD | +8.5% | +6.0% | +2.5% | +5.4% |
| 1Y | +4.9% | +24.3% | -19.4% | -2.3% |
| 3Y | +42.8% | +412.8% | -370.0% | -10.2% |
| 5Y | +14.5% | +258.4% | -244.0% | -23.6% |
| 10Y | +373.0% | +396.8% | -23.8% | +154.9% |
| All | +7,381.1% | +8,117.6% | -736.5% | +1,861.2% |
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 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