+216.9%
B vs SHW
+340.1%
-123.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -6.6% | +8.4% | -15.0% | -8.2% |
| 3M | -7.9% | -2.2% | -5.6% | -7.5% |
| 6M | -16.8% | +13.3% | -30.1% | -19.0% |
| YTD | -11.7% | +9.2% | -20.9% | -13.3% |
| 1Y | +3.5% | +2.9% | +0.6% | +2.6% |
| 3Y | +165.7% | +41.1% | +124.6% | +147.6% |
| 5Y | +108.4% | +11.0% | +97.5% | +98.9% |
| All | +216.9% | +340.1% | -123.2% | +156.1% |
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