+2,704.6%
SHW vs XME
+242.3%
+2,462.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -9.5% | +6.0% | -15.5% | -11.1% |
| 3M | +11.5% | -7.7% | +19.2% | +13.3% |
| 6M | -3.5% | +1.0% | -4.5% | -4.6% |
| YTD | +3.7% | +14.6% | -10.9% | -1.4% |
| 1Y | -7.9% | +46.0% | -53.9% | -18.7% |
| 3Y | +24.7% | +127.0% | -102.3% | -3.9% |
| 5Y | +13.6% | +175.8% | -162.2% | -18.8% |
| 10Y | +283.0% | +414.6% | -131.7% | +117.4% |
| All | +2,704.6% | +242.3% | +2,462.3% | +1,320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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