-52.1%
SMR vs SHW
+40.0%
-92.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.3% |
| 7D | +10.3% | +0.7% | +9.6% | +10.0% |
| 30D | -25.7% | +8.4% | -34.2% | -28.4% |
| 3M | -49.7% | -2.2% | -47.5% | -49.4% |
| 6M | -59.8% | +13.3% | -73.2% | -62.3% |
| YTD | -66.0% | +9.2% | -75.2% | -67.5% |
| 1Y | -81.4% | +2.9% | -84.3% | -81.8% |
| 3Y | +130.6% | +41.1% | +89.5% | +102.8% |
| All | -52.1% | +40.0% | -92.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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