+1,006.2%
TER vs SHW
+352.3%
+653.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -8.9% | +4.2% | -13.1% | -11.1% |
| 30D | -39.1% | +11.3% | -50.3% | -43.5% |
| 3M | -32.8% | -1.8% | -31.0% | -32.9% |
| 6M | -31.7% | +12.7% | -44.4% | -38.8% |
| YTD | +26.9% | +10.4% | +16.5% | +16.0% |
| 1Y | +33.6% | +4.7% | +28.9% | +26.2% |
| 3Y | +181.5% | +42.7% | +138.8% | +112.4% |
| 5Y | +76.1% | +14.5% | +61.6% | +50.7% |
| 10Y | +1,006.2% | +340.7% | +665.5% | +361.6% |
| All | +1,006.2% | +352.3% | +653.9% | +361.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling