+21,462.4%
SHW vs UL
+2,770.2%
+18,692.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +8.1% | +4.5% | +3.6% | +6.4% |
| 3M | -2.8% | +6.5% | -9.3% | -4.9% |
| 6M | +15.0% | +18.2% | -3.1% | +8.5% |
| YTD | +9.0% | +4.7% | +4.3% | +7.2% |
| 1Y | +4.5% | +0.8% | +3.7% | +4.0% |
| 3Y | +41.9% | +35.9% | +6.0% | +26.3% |
| 5Y | +10.7% | +33.4% | -22.7% | -2.0% |
| 10Y | +340.4% | +106.9% | +233.5% | +230.3% |
| All | +21,462.4% | +2,770.2% | +18,692.1% | +6,221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling