+117.0%
AXP vs SHW
+15.5%
+101.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.1% | -3.2% | +1.1% | -0.7% |
| 30D | -6.5% | -9.5% | +3.0% | -2.3% |
| 3M | +4.6% | +11.5% | -6.8% | -0.8% |
| 6M | +5.4% | -3.5% | +9.0% | +6.3% |
| YTD | -11.1% | +3.7% | -14.8% | -13.8% |
| 1Y | -0.3% | -7.9% | +7.6% | +2.2% |
| 3Y | +111.6% | +24.7% | +86.9% | +86.6% |
| All | +117.0% | +15.5% | +101.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling