+448.7%
AXP vs SHW
+358.9%
+89.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | +0.6% | +3.5% | -2.9% | -1.4% |
| 30D | +5.8% | +9.2% | -3.4% | +0.7% |
| 3M | -6.0% | -5.1% | -0.9% | -3.8% |
| 6M | +0.3% | +6.8% | -6.5% | -4.3% |
| YTD | -12.3% | +7.0% | -19.2% | -17.1% |
| 1Y | -11.2% | +4.1% | -15.4% | -14.9% |
| 3Y | +117.0% | +41.1% | +76.0% | +72.5% |
| 5Y | +93.2% | +12.9% | +80.3% | +69.5% |
| All | +448.7% | +358.9% | +89.8% | +126.1% |
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 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