+15.3%
SHW vs URI
+200.7%
-185.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -3.2% | -2.0% | -1.3% | -2.7% |
| 30D | -9.5% | -12.9% | +3.4% | -6.2% |
| 3M | +11.5% | -6.7% | +18.2% | +13.0% |
| 6M | -3.5% | +19.0% | -22.5% | -9.4% |
| YTD | +3.7% | +25.5% | -21.8% | -4.8% |
| 1Y | -7.9% | +5.5% | -13.4% | -11.3% |
| 3Y | +24.7% | +111.3% | -86.6% | -5.6% |
| All | +15.3% | +200.7% | -185.3% | -27.1% |
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 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