+338.8%
SHW vs URA
+283.4%
+55.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.2% |
| 7D | +3.5% | -4.1% | +7.6% | +4.2% |
| 30D | +9.2% | -19.0% | +28.2% | +13.2% |
| 3M | -5.1% | -25.1% | +20.0% | -0.5% |
| 6M | +6.8% | -44.5% | +51.3% | +17.7% |
| YTD | +7.0% | -24.3% | +31.3% | +10.2% |
| 1Y | +4.1% | -28.1% | +32.2% | +8.0% |
| 3Y | +41.1% | +40.7% | +0.4% | +22.8% |
| 5Y | +12.9% | +35.5% | -22.6% | -4.0% |
| All | +338.8% | +283.4% | +55.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling