+10.5%
SHW vs UMC
+134.9%
-124.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -4.5% | +11.4% | -15.8% | -5.8% |
| 30D | -12.7% | +16.8% | -29.5% | -14.6% |
| 3M | +4.7% | +19.1% | -14.4% | +0.2% |
| 6M | -3.4% | +137.4% | -140.9% | -19.2% |
| YTD | -1.3% | +186.4% | -187.7% | -21.7% |
| 1Y | -10.4% | +229.1% | -239.4% | -31.2% |
| 3Y | +20.1% | +257.9% | -237.8% | -11.8% |
| 5Y | +10.5% | +137.5% | -127.1% | -15.3% |
| All | +10.5% | +134.9% | -124.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling