+12.9%
SHW vs XYZ
-69.0%
+81.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -3.2% | -3.7% | +0.5% | -2.6% |
| 30D | -11.4% | +0.5% | -11.9% | -11.5% |
| 3M | +3.5% | +16.3% | -12.8% | +0.9% |
| 6M | -3.4% | +21.1% | -24.5% | -6.7% |
| YTD | -0.3% | +22.0% | -22.3% | -4.5% |
| 1Y | -10.4% | +5.2% | -15.6% | -12.4% |
| 3Y | +21.3% | +49.6% | -28.3% | +6.9% |
| 5Y | +12.9% | -68.4% | +81.3% | +15.6% |
| All | +12.9% | -69.0% | +81.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling