+21.3%
SHW vs XYZ
+46.8%
-25.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | -4.3% | +1.2% | -2.5% |
| 30D | -10.0% | +1.2% | -11.2% | -10.2% |
| 3M | +2.3% | +14.6% | -12.4% | +0.3% |
| 6M | +0.7% | +22.6% | -21.9% | -2.5% |
| YTD | +0.5% | +21.7% | -21.2% | -2.9% |
| 1Y | -11.5% | +6.7% | -18.2% | -13.2% |
| 3Y | +21.3% | +46.8% | -25.5% | +5.9% |
| All | +21.3% | +46.8% | -25.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling