+22,250.1%
SHW vs USB
+8,296.0%
+13,954.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +6.1% |
| 7D | +13.3% | +2.4% | +10.9% | +12.6% |
| 30D | +14.1% | +6.6% | +7.6% | +12.1% |
| 3M | +0.8% | -4.1% | +4.9% | +2.0% |
| 6M | +17.6% | +12.5% | +5.2% | +13.6% |
| YTD | +13.0% | +17.6% | -4.7% | +7.4% |
| 1Y | +7.0% | +36.5% | -29.5% | -2.7% |
| 3Y | +48.8% | +95.4% | -46.6% | +20.2% |
| 5Y | +19.4% | +26.1% | -6.7% | +7.3% |
| 10Y | +392.6% | +101.3% | +291.4% | +269.4% |
| All | +22,250.1% | +8,296.0% | +13,954.1% | +7,434.2% |
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