+193.4%
B vs SHW
+275.8%
-82.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +1.4% | -11.6% | +12.9% | +3.8% |
| 3M | +12.2% | +9.1% | +3.1% | +10.3% |
| 6M | -2.1% | -0.7% | -1.5% | -2.0% |
| YTD | +2.9% | +1.4% | +1.6% | +2.6% |
| 1Y | +55.3% | -12.3% | +67.6% | +58.5% |
| 3Y | +198.7% | +23.4% | +175.3% | +185.9% |
| 5Y | +153.8% | +15.0% | +138.8% | +141.9% |
| 10Y | +193.4% | +278.3% | -84.9% | +169.2% |
| All | +193.4% | +275.8% | -82.4% | +169.2% |
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