+280.4%
SHW vs TRI
+196.2%
+84.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -3.1% | -7.9% | +4.8% | -0.5% |
| 30D | -10.0% | -4.5% | -5.5% | -9.0% |
| 3M | +2.3% | +22.1% | -19.8% | -6.1% |
| 6M | +0.7% | -2.8% | +3.4% | -0.8% |
| YTD | +0.5% | -23.4% | +23.9% | +9.1% |
| 1Y | -11.5% | -41.5% | +30.1% | +9.9% |
| 3Y | +21.3% | -19.2% | +40.5% | +22.1% |
| 5Y | +12.5% | -9.4% | +21.9% | +4.7% |
| All | +280.4% | +196.2% | +84.2% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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