+1,872.1%
T vs SHW
+20,643.9%
-18,771.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.1% |
| 7D | -1.3% | -3.2% | +2.0% | -0.5% |
| 30D | +11.4% | -9.5% | +20.9% | +14.2% |
| 3M | +14.3% | +11.5% | +2.8% | +10.7% |
| 6M | -9.3% | -3.5% | -5.7% | -9.1% |
| YTD | +7.1% | +3.7% | +3.4% | +5.2% |
| 1Y | -9.1% | -7.9% | -1.2% | -8.0% |
| 3Y | +105.3% | +24.7% | +80.6% | +89.1% |
| 5Y | +66.8% | +13.6% | +53.2% | +54.1% |
| 10Y | +66.8% | +283.0% | -216.2% | +8.6% |
| All | +1,872.1% | +20,643.9% | -18,771.8% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling