+337.7%
SHW vs Z
-16.5%
+354.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +8.1% | +5.2% | +2.9% | +7.0% |
| 3M | -2.8% | -17.0% | +14.3% | +0.1% |
| 6M | +15.0% | -22.7% | +37.7% | +19.6% |
| YTD | +9.0% | -56.3% | +65.3% | +24.0% |
| 1Y | +4.5% | -57.7% | +62.1% | +19.4% |
| 3Y | +41.9% | -16.5% | +58.4% | +40.5% |
| 5Y | +10.7% | -53.4% | +64.1% | +15.5% |
| All | +337.7% | -16.5% | +354.1% | +265.0% |
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