+41.1%
SHW vs Z
-21.1%
+62.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | +3.5% | -4.6% | +8.0% | +4.5% |
| 30D | +9.2% | +8.3% | +0.9% | +7.4% |
| 3M | -5.1% | -11.6% | +6.5% | -3.1% |
| 6M | +6.8% | -33.6% | +40.5% | +14.7% |
| YTD | +7.0% | -56.7% | +63.6% | +23.8% |
| 1Y | +4.1% | -59.1% | +63.2% | +21.8% |
| 3Y | +41.1% | -20.4% | +61.4% | +42.1% |
| All | +41.1% | -21.1% | +62.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling