+440.3%
AXP vs SHW
+371.2%
+69.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -1.1% |
| 7D | -1.1% | +1.6% | -2.7% | -2.1% |
| 30D | +5.2% | +12.1% | -6.8% | -1.2% |
| 3M | -4.6% | -3.0% | -1.6% | -3.5% |
| 6M | +3.2% | +13.5% | -10.3% | -4.7% |
| YTD | -11.3% | +11.2% | -22.6% | -18.0% |
| 1Y | -11.0% | +6.2% | -17.2% | -15.5% |
| 3Y | +120.2% | +45.6% | +74.5% | +72.1% |
| 5Y | +91.7% | +15.6% | +76.1% | +66.3% |
| 10Y | +440.3% | +356.5% | +83.9% | +122.8% |
| All | +440.3% | +371.2% | +69.2% | +122.8% |
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