+20.3%
SHW vs UMC
+262.0%
-241.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.9% |
| 7D | -3.2% | +13.6% | -16.8% | -4.1% |
| 30D | -11.4% | +20.8% | -32.2% | -12.6% |
| 3M | +3.5% | +16.1% | -12.7% | +0.9% |
| 6M | -3.4% | +137.3% | -140.7% | -14.5% |
| YTD | -0.3% | +193.8% | -194.1% | -15.8% |
| 1Y | -10.4% | +236.1% | -246.5% | -26.6% |
| All | +20.3% | +262.0% | -241.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling