+20,418.4%
SHW vs USB
+8,537.0%
+11,881.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +1.4% | -4.7% | -3.7% |
| 30D | -9.5% | -1.3% | -8.2% | -9.2% |
| 3M | +11.5% | +15.2% | -3.8% | +6.8% |
| 6M | -3.5% | +18.8% | -22.4% | -8.4% |
| YTD | +3.7% | +21.0% | -17.3% | -2.2% |
| 1Y | -7.9% | +34.0% | -41.9% | -15.9% |
| 3Y | +24.7% | +95.3% | -70.6% | +0.4% |
| 5Y | +13.6% | +40.4% | -26.8% | -1.2% |
| 10Y | +283.0% | +107.3% | +175.6% | +184.6% |
| All | +20,418.4% | +8,537.0% | +11,881.5% | +6,756.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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