-13.1%
SHW vs XYZ
+6.9%
-20.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.5% | -5.2% | +0.7% | -3.7% |
| 30D | -12.7% | 0.0% | -12.7% | -12.7% |
| 3M | +4.7% | +18.7% | -14.0% | +2.9% |
| 6M | -3.4% | +20.5% | -24.0% | -5.8% |
| YTD | -1.3% | +21.5% | -22.8% | -3.3% |
| All | -13.1% | +6.9% | -20.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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