+12.0%
SHW vs ZBRA
-40.4%
+52.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.3% |
| 30D | -10.0% | -7.4% | -2.6% | -8.4% |
| 3M | +2.3% | +57.5% | -55.3% | -9.7% |
| 6M | +0.7% | +64.0% | -63.3% | -12.6% |
| YTD | +0.5% | +44.3% | -43.8% | -10.3% |
| 1Y | -11.5% | +10.9% | -22.3% | -15.9% |
| 3Y | +21.3% | +37.5% | -16.2% | +4.3% |
| All | +12.0% | -40.4% | +52.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling