+7,031.4%
SHW vs UMC
+259.6%
+6,771.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.1% | -0.3% |
| 7D | -3.2% | +5.0% | -8.2% | -4.0% |
| 30D | -9.5% | +7.7% | -17.2% | -10.7% |
| 3M | +11.5% | +1.7% | +9.8% | +9.4% |
| 6M | -3.5% | +113.9% | -117.5% | -16.8% |
| YTD | +3.7% | +168.9% | -165.2% | -14.6% |
| 1Y | -7.9% | +207.2% | -215.1% | -26.0% |
| 3Y | +24.7% | +227.7% | -203.0% | -2.1% |
| 5Y | +13.6% | +118.0% | -104.5% | -6.4% |
| 10Y | +283.0% | +1,682.1% | -1,399.2% | +109.4% |
| All | +7,031.4% | +259.6% | +6,771.8% | +3,539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling