+20,418.4%
SHW vs UL
+2,661.1%
+17,757.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | +11.5% | +17.6% | -6.1% | +5.3% |
| 6M | -3.5% | -5.4% | +1.8% | -1.6% |
| YTD | +3.7% | +0.7% | +3.0% | +3.4% |
| 1Y | -7.9% | -9.3% | +1.4% | -4.9% |
| 3Y | +24.7% | +24.5% | +0.2% | +14.5% |
| 5Y | +13.6% | +23.2% | -9.6% | +3.3% |
| 10Y | +283.0% | +64.5% | +218.5% | +210.2% |
| All | +20,418.4% | +2,661.1% | +17,757.3% | +5,997.3% |
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