-7.9%
SHW vs URI
+7.3%
-15.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -3.2% | -2.0% | -1.3% | -2.9% |
| 30D | -9.5% | -12.9% | +3.4% | -7.5% |
| 3M | +11.5% | -6.7% | +18.2% | +12.4% |
| 6M | -3.5% | +19.0% | -22.5% | -7.6% |
| YTD | +3.7% | +25.5% | -21.8% | -2.6% |
| 1Y | -7.9% | +5.5% | -13.4% | -12.2% |
| All | -7.9% | +7.3% | -15.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling