+89.7%
AXP vs SHW
+14.8%
+74.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | -0.6% | +4.2% | -4.9% | -2.6% |
| 30D | +5.0% | +11.3% | -6.3% | -0.1% |
| 3M | -4.2% | -1.8% | -2.4% | -3.8% |
| 6M | +2.9% | +12.7% | -9.8% | -3.3% |
| YTD | -11.6% | +10.4% | -22.0% | -16.9% |
| 1Y | -11.1% | +4.7% | -15.8% | -14.2% |
| 3Y | +116.7% | +42.7% | +74.0% | +79.3% |
| All | +89.7% | +14.8% | +74.9% | +56.0% |
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