-11.5%
SHW vs UL
-9.2%
-2.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -3.1% | -3.4% | +0.3% | -1.1% |
| 30D | -10.0% | +0.5% | -10.5% | -10.3% |
| 3M | +2.3% | +7.2% | -5.0% | -1.1% |
| 6M | +0.7% | -3.1% | +3.7% | +0.3% |
| YTD | +0.5% | -2.7% | +3.2% | +0.6% |
| 1Y | -11.5% | -10.2% | -1.2% | -8.4% |
| All | -11.5% | -9.2% | -2.3% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling