-7.9%
SHW vs XRT
+3.4%
-11.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -3.2% | +0.8% | -4.0% | -3.8% |
| 30D | -9.5% | -4.2% | -5.3% | -6.6% |
| 3M | +11.5% | +5.1% | +6.4% | +8.3% |
| 6M | -3.5% | +2.4% | -6.0% | -5.5% |
| YTD | +3.7% | +3.2% | +0.5% | +1.4% |
| 1Y | -7.9% | +1.5% | -9.4% | -7.5% |
| All | -7.9% | +3.4% | -11.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling