+28.2%
SHW vs USAR
+74.0%
-45.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -3.2% | -2.1% | -1.1% | -3.2% |
| 30D | -9.5% | +2.6% | -12.1% | -9.5% |
| 3M | +11.5% | -35.0% | +46.5% | +11.4% |
| 6M | -3.5% | -6.9% | +3.3% | -3.6% |
| YTD | +3.7% | +48.0% | -44.3% | +4.1% |
| 1Y | -7.9% | +24.8% | -32.7% | -7.5% |
| 3Y | +24.7% | +73.2% | -48.5% | +47.0% |
| All | +28.2% | +74.0% | -45.8% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling