+356.1%
SHW vs URI
+1,374.0%
-1,017.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +3.5% | -9.8% | +13.2% | +6.4% |
| 30D | +9.2% | +1.7% | +7.5% | +8.5% |
| 3M | -5.1% | -9.1% | +4.0% | -2.9% |
| 6M | +6.8% | +9.9% | -3.0% | +3.0% |
| YTD | +7.0% | +31.2% | -24.3% | -3.5% |
| 1Y | +4.1% | +25.9% | -21.8% | -5.0% |
| 3Y | +41.1% | +147.4% | -106.3% | +2.3% |
| 5Y | +12.9% | +179.7% | -166.9% | -23.7% |
| All | +356.1% | +1,374.0% | -1,017.9% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling