-12.3%
SHW vs USAR
+29.1%
-41.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.2% | +2.3% | -3.5% | -1.2% |
| 30D | -11.6% | -8.6% | -3.0% | -11.5% |
| 3M | +9.1% | -20.5% | +29.6% | +9.2% |
| 6M | -0.7% | +1.2% | -1.9% | -1.3% |
| YTD | +1.4% | +48.4% | -47.0% | +0.8% |
| 1Y | -12.3% | +30.6% | -42.9% | -16.5% |
| All | -12.3% | +29.1% | -41.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling