+290.6%
SHW vs Z
-5.0%
+295.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -1.1% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | -11.6% | -3.7% | -7.9% | -11.1% |
| 3M | +9.1% | -7.0% | +16.1% | +10.2% |
| 6M | -0.7% | -29.5% | +28.9% | +4.9% |
| YTD | +1.4% | -52.6% | +53.9% | +14.0% |
| 1Y | -12.3% | -64.0% | +51.7% | +3.4% |
| 3Y | +23.4% | -36.4% | +59.8% | +28.1% |
| 5Y | +15.0% | -65.8% | +80.8% | +24.8% |
| All | +290.6% | -5.0% | +295.7% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling