+6,115.2%
SHW vs URI
+7,377.6%
-1,262.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -2.6% |
| 7D | +5.7% | -12.9% | +18.7% | +8.5% |
| 30D | +8.7% | -3.4% | +12.1% | +9.3% |
| 3M | -5.4% | -10.0% | +4.6% | -3.7% |
| 6M | +12.2% | +12.2% | +0.1% | +9.2% |
| YTD | +8.5% | +29.8% | -21.3% | +1.7% |
| 1Y | +4.9% | +24.6% | -19.7% | -0.9% |
| 3Y | +42.8% | +137.6% | -94.7% | +17.5% |
| 5Y | +14.5% | +176.6% | -162.1% | -10.0% |
| 10Y | +373.0% | +1,402.6% | -1,029.6% | +160.4% |
| All | +6,115.2% | +7,377.6% | -1,262.4% | +1,753.4% |
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 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