+1,579.9%
T vs SHW
+21,289.8%
-19,709.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +1.0% | +3.5% | -2.4% | 0.0% |
| 30D | -10.6% | +9.2% | -19.8% | -12.7% |
| 3M | -7.7% | -5.1% | -2.6% | -6.7% |
| 6M | -13.3% | +6.8% | -20.2% | -15.3% |
| YTD | -8.8% | +7.0% | -15.7% | -11.2% |
| 1Y | -8.4% | +4.1% | -12.5% | -10.3% |
| 3Y | +59.6% | +41.1% | +18.6% | +42.3% |
| 5Y | +52.1% | +12.9% | +39.2% | +40.7% |
| 10Y | +56.9% | +366.3% | -309.5% | -2.8% |
| All | +1,579.9% | +21,289.8% | -19,709.9% | +251.9% |
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