+337.7%
SHW vs UL
+109.3%
+228.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | +8.1% | +4.5% | +3.6% | +6.1% |
| 3M | -2.8% | +6.5% | -9.3% | -5.4% |
| 6M | +15.0% | +18.2% | -3.1% | +7.3% |
| YTD | +9.0% | +4.7% | +4.3% | +6.7% |
| 1Y | +4.5% | +0.8% | +3.7% | +3.7% |
| 3Y | +41.9% | +35.9% | +6.0% | +23.6% |
| 5Y | +10.7% | +33.4% | -22.7% | -4.2% |
| All | +337.7% | +109.3% | +228.3% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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