+305.7%
SHW vs XYZ
+638.9%
-333.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -3.2% | -1.0% | -2.3% | -3.1% |
| 30D | -9.5% | -1.7% | -7.8% | -9.3% |
| 3M | +11.5% | +16.7% | -5.3% | +8.4% |
| 6M | -3.5% | +26.9% | -30.4% | -7.8% |
| YTD | +3.7% | +27.1% | -23.4% | -1.5% |
| 1Y | -7.9% | +9.3% | -17.2% | -10.7% |
| 3Y | +24.7% | +42.3% | -17.6% | +10.7% |
| 5Y | +13.6% | -69.3% | +82.9% | +22.1% |
| 10Y | +283.0% | +586.8% | -303.9% | +169.2% |
| All | +305.7% | +638.9% | -333.2% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling