+165.5%
B vs SHW
+41.3%
+124.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.3% | +1.9% | -9.2% | -7.9% |
| 30D | -3.3% | +8.1% | -11.4% | -5.9% |
| 3M | -7.8% | -2.8% | -5.0% | -7.1% |
| 6M | -15.5% | +15.0% | -30.6% | -19.4% |
| YTD | -12.3% | +9.0% | -21.3% | -14.8% |
| 1Y | +5.4% | +4.5% | +0.9% | +3.3% |
| 3Y | +165.5% | +41.9% | +123.7% | +108.9% |
| All | +165.5% | +41.3% | +124.2% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling