+293.6%
SHW vs TRU
+238.0%
+55.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.4% | +2.6% |
| 7D | -3.2% | -6.8% | +3.5% | -0.9% |
| 30D | -9.5% | 0.0% | -9.6% | -9.7% |
| 3M | +11.5% | +13.3% | -1.8% | +6.2% |
| 6M | -3.5% | +3.4% | -7.0% | -5.6% |
| YTD | +3.7% | -6.4% | +10.1% | +4.1% |
| 1Y | -7.9% | -9.7% | +1.8% | -7.0% |
| 3Y | +24.7% | +0.1% | +24.6% | +15.0% |
| 5Y | +13.6% | -34.0% | +47.6% | +20.2% |
| 10Y | +283.0% | +147.9% | +135.1% | +164.1% |
| All | +293.6% | +238.0% | +55.6% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling