+312.3%
SHW vs Z
+6.9%
+305.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +3.5% | -4.6% | +8.0% | +4.3% |
| 30D | +9.2% | +8.3% | +0.9% | +7.6% |
| 3M | -5.1% | -11.6% | +6.5% | -3.4% |
| 6M | +6.8% | -33.6% | +40.5% | +13.9% |
| YTD | +7.0% | -56.7% | +63.6% | +21.5% |
| 1Y | +4.1% | -59.1% | +63.2% | +19.3% |
| 3Y | +41.1% | -20.4% | +61.4% | +40.9% |
| 5Y | +12.9% | -55.3% | +68.1% | +18.5% |
| 10Y | +366.3% | -14.2% | +380.6% | +289.8% |
| All | +312.3% | +6.9% | +305.4% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling