+10.5%
SHW vs TW
+19.6%
-9.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.5% | -2.7% | -1.7% | -3.9% |
| 30D | -12.7% | -1.7% | -11.0% | -12.4% |
| 3M | +4.7% | +1.6% | +3.1% | +3.9% |
| 6M | -3.4% | -17.7% | +14.3% | +0.6% |
| YTD | -1.3% | -4.3% | +3.0% | -1.6% |
| 1Y | -10.4% | -13.1% | +2.8% | -8.2% |
| 3Y | +20.1% | +20.3% | -0.2% | +6.0% |
| 5Y | +10.5% | +22.0% | -11.5% | -7.1% |
| All | +10.5% | +19.6% | -9.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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