+14,183.4%
TER vs SHW
+20,643.9%
-6,460.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | +0.6% | -3.2% | +3.9% | +2.4% |
| 30D | -8.3% | -9.5% | +1.2% | -3.5% |
| 3M | -12.2% | +11.5% | -23.7% | -18.5% |
| 6M | +17.1% | -3.5% | +20.6% | +18.3% |
| YTD | +84.7% | +3.7% | +81.0% | +79.3% |
| 1Y | +199.9% | -7.9% | +207.8% | +207.8% |
| 3Y | +232.8% | +24.7% | +208.1% | +189.0% |
| 5Y | +198.6% | +13.6% | +185.0% | +169.3% |
| 10Y | +1,669.7% | +283.0% | +1,386.8% | +743.7% |
| All | +14,183.4% | +20,643.9% | -6,460.5% | +1,013.9% |
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