+42.1%
SHW vs URI
+156.4%
-114.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.7% | +9.3% | -8.6% | -1.4% |
| 30D | +8.4% | +7.6% | +0.8% | +6.3% |
| 3M | -2.2% | +1.0% | -3.3% | -2.9% |
| 6M | +13.3% | +19.8% | -6.5% | +7.5% |
| YTD | +9.2% | +41.9% | -32.6% | -2.1% |
| 1Y | +2.9% | +33.4% | -30.5% | -6.3% |
| All | +42.1% | +156.4% | -114.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling