-39.0%
U vs SHW
+49.1%
-88.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.4% |
| 7D | -3.8% | -3.2% | -0.6% | -1.2% |
| 30D | +17.5% | -9.5% | +27.0% | +27.1% |
| 3M | +38.7% | +11.5% | +27.3% | +25.2% |
| 6M | +104.4% | -3.5% | +108.0% | +105.9% |
| YTD | -5.7% | +3.7% | -9.4% | -12.6% |
| 1Y | +3.7% | -7.9% | +11.6% | +6.2% |
| 3Y | +12.3% | +24.7% | -12.4% | -17.3% |
| 5Y | -68.8% | +13.6% | -82.4% | -76.1% |
| All | -39.0% | +49.1% | -88.2% | -65.1% |
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