+12.0%
SHW vs VRSK
-11.8%
+23.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | -5.2% | +2.0% | -1.4% |
| 30D | -10.0% | -2.3% | -7.7% | -9.5% |
| 3M | +2.3% | -2.9% | +5.2% | +2.8% |
| 6M | +0.7% | -12.8% | +13.5% | +4.8% |
| YTD | +0.5% | -20.8% | +21.3% | +8.5% |
| 1Y | -11.5% | -33.2% | +21.7% | +3.5% |
| 3Y | +21.3% | -26.6% | +47.9% | +31.9% |
| All | +12.0% | -11.8% | +23.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling