+10.2%
SHW vs XYZ
-63.1%
+73.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +8.1% | +11.5% | -3.5% | +6.0% |
| 3M | -2.8% | +1.8% | -4.6% | -3.3% |
| 6M | +15.0% | +21.2% | -6.2% | +11.0% |
| YTD | +9.0% | +29.9% | -20.9% | +3.2% |
| 1Y | +4.5% | +35.8% | -31.3% | -1.9% |
| 3Y | +41.9% | +62.6% | -20.7% | +23.4% |
| All | +10.2% | -63.1% | +73.3% | +5.4% |
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