+13.8%
SHW vs URI
+163.6%
-149.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -2.1% |
| 7D | +5.7% | -12.9% | +18.7% | +9.6% |
| 30D | +8.7% | -3.4% | +12.1% | +9.4% |
| 3M | -5.4% | -10.0% | +4.6% | -3.0% |
| 6M | +12.2% | +12.2% | +0.1% | +7.6% |
| YTD | +8.5% | +29.8% | -21.3% | -1.8% |
| 1Y | +4.9% | +24.6% | -19.7% | -3.9% |
| 3Y | +42.8% | +137.6% | -94.7% | +3.3% |
| All | +13.8% | +163.6% | -149.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling