+1,514.6%
SHW vs URA
-31.1%
+1,545.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -9.5% | +7.4% | -16.9% | -10.8% |
| 3M | +11.5% | -8.4% | +19.9% | +12.7% |
| 6M | -3.5% | -12.7% | +9.2% | -1.9% |
| YTD | +3.7% | +7.8% | -4.1% | +0.5% |
| 1Y | -7.9% | +19.5% | -27.4% | -13.5% |
| 3Y | +24.7% | +116.4% | -91.7% | +0.2% |
| 5Y | +13.6% | +134.3% | -120.7% | -14.0% |
| 10Y | +283.0% | +359.3% | -76.3% | +129.0% |
| All | +1,514.6% | -31.1% | +1,545.7% | +1,169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling