-10.1%
AXP vs SHW
+5.0%
-15.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.0% |
| 7D | +0.4% | +5.7% | -5.3% | -1.5% |
| 30D | +7.0% | +8.7% | -1.6% | +4.2% |
| 3M | -6.6% | -5.4% | -1.2% | -5.2% |
| 6M | +3.5% | +12.2% | -8.8% | -0.3% |
| YTD | -11.2% | +8.5% | -19.6% | -18.0% |
| All | -10.1% | +5.0% | -15.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling