+7.0%
SHW vs UMC
+112.5%
-105.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +6.6% |
| 7D | +13.3% | -14.7% | +28.0% | +13.0% |
| 30D | +14.1% | -32.9% | +47.0% | +13.7% |
| 3M | +0.8% | -22.2% | +22.9% | +0.5% |
| 6M | +17.6% | +25.9% | -8.3% | +13.9% |
| YTD | +13.0% | +107.9% | -94.9% | +10.2% |
| 1Y | +7.0% | +115.0% | -108.0% | +3.7% |
| All | +7.0% | +112.5% | -105.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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