-24.7%
U vs SHW
+53.8%
-78.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.6% |
| 7D | +36.6% | +3.5% | +33.1% | +31.6% |
| 30D | +13.3% | +9.2% | +4.1% | +4.1% |
| 3M | +26.2% | -5.1% | +31.3% | +29.5% |
| 6M | +88.7% | +6.8% | +81.9% | +73.2% |
| YTD | +16.6% | +7.0% | +9.6% | +3.7% |
| 1Y | +29.0% | +4.1% | +24.8% | +17.4% |
| 3Y | +99.5% | +41.1% | +58.4% | +28.2% |
| 5Y | -66.1% | +12.9% | -79.0% | -74.1% |
| All | -24.7% | +53.8% | -78.4% | -58.6% |
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 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