+157.6%
B vs SHW
+15.5%
+142.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | +9.4% | -9.5% | +19.0% | +12.0% |
| 3M | +5.0% | +11.5% | -6.5% | +2.4% |
| 6M | -3.5% | -3.5% | 0.0% | -3.0% |
| YTD | +4.5% | +3.7% | +0.7% | +3.6% |
| 1Y | +67.8% | -7.9% | +75.7% | +69.8% |
| 3Y | +196.7% | +24.7% | +172.0% | +181.9% |
| All | +157.6% | +15.5% | +142.1% | +141.1% |
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 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