+5,583.8%
SHW vs XLB
+834.1%
+4,749.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +4.2% | +0.5% | +3.8% | +4.0% |
| 30D | +11.3% | +6.9% | +4.3% | +6.6% |
| 3M | -1.8% | -0.2% | -1.6% | -1.4% |
| 6M | +12.7% | +3.3% | +9.4% | +10.7% |
| YTD | +10.4% | +18.0% | -7.6% | -0.6% |
| 1Y | +4.7% | +24.2% | -19.5% | -8.9% |
| 3Y | +42.7% | +44.7% | -2.0% | +12.6% |
| 5Y | +14.5% | +31.6% | -17.0% | -3.7% |
| 10Y | +340.7% | +164.2% | +176.5% | +137.0% |
| All | +5,583.8% | +834.1% | +4,749.7% | +1,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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