+220.1%
C vs SHW
+371.2%
-151.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.6% | +0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.8% |
| 30D | -5.4% | +12.1% | -17.5% | -10.9% |
| 3M | -9.2% | -3.0% | -6.2% | -8.3% |
| 6M | -1.8% | +13.5% | -15.4% | -9.1% |
| YTD | +6.7% | +11.2% | -4.6% | -1.0% |
| 1Y | +23.5% | +6.2% | +17.3% | +17.4% |
| 3Y | +219.8% | +45.6% | +174.1% | +151.9% |
| 5Y | +112.4% | +15.6% | +96.8% | +84.1% |
| 10Y | +220.1% | +356.5% | -136.4% | +32.9% |
| All | +220.1% | +371.2% | -151.1% | +32.9% |
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 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