+5,842.8%
SHW vs URI
+7,134.6%
-1,291.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -3.2% | -2.0% | -1.3% | -2.9% |
| 30D | -9.5% | -12.9% | +3.4% | -7.1% |
| 3M | +11.5% | -6.7% | +18.2% | +12.6% |
| 6M | -3.5% | +19.0% | -22.5% | -7.5% |
| YTD | +3.7% | +25.5% | -21.8% | -2.0% |
| 1Y | -7.9% | +5.5% | -13.4% | -10.2% |
| 3Y | +24.7% | +111.3% | -86.6% | +4.9% |
| 5Y | +13.6% | +198.6% | -185.0% | -11.9% |
| 10Y | +283.0% | +1,179.9% | -897.0% | +116.7% |
| All | +5,842.8% | +7,134.6% | -1,291.8% | +1,686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling