+407.0%
AXP vs SHW
+339.2%
+67.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | +1.9% | -2.0% | -1.2% |
| 30D | +4.4% | +8.1% | -3.6% | -0.1% |
| 3M | -6.4% | -2.8% | -3.6% | -5.5% |
| 6M | +4.2% | +15.0% | -10.9% | -4.5% |
| YTD | -12.4% | +9.0% | -21.4% | -18.1% |
| 1Y | -11.1% | +4.5% | -15.6% | -14.9% |
| 3Y | +114.9% | +41.9% | +73.0% | +70.4% |
| 5Y | +87.4% | +10.7% | +76.7% | +66.6% |
| All | +407.0% | +339.2% | +67.8% | +115.3% |
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