+10.2%
SHW vs TRU
-26.5%
+36.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.1% | +21.3% | -13.2% | +1.2% |
| 3M | -2.8% | +0.2% | -3.0% | -3.3% |
| 6M | +15.0% | +22.4% | -7.3% | +6.8% |
| YTD | +9.0% | -4.8% | +13.8% | +8.6% |
| 1Y | +4.5% | -0.2% | +4.7% | +2.3% |
| 3Y | +41.9% | +57.9% | -16.1% | +11.2% |
| All | +10.2% | -26.5% | +36.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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