+8,630.0%
TER vs SHW
+21,289.8%
-12,659.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -20.5% | +3.5% | -23.9% | -22.3% |
| 30D | -47.0% | +9.2% | -56.2% | -50.0% |
| 3M | -43.3% | -5.1% | -38.2% | -42.6% |
| 6M | -42.9% | +6.8% | -49.8% | -46.5% |
| YTD | +12.9% | +7.0% | +5.9% | +6.4% |
| 1Y | +18.2% | +4.1% | +14.1% | +12.9% |
| 3Y | +151.8% | +41.1% | +110.7% | +102.4% |
| 5Y | +54.2% | +12.9% | +41.4% | +37.6% |
| 10Y | +908.2% | +366.3% | +541.9% | +331.9% |
| All | +8,630.0% | +21,289.8% | -12,659.8% | +561.1% |
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