+216.0%
C vs SHW
+41.3%
+174.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.2% | +1.9% | +2.3% | +3.5% |
| 30D | +2.0% | +8.1% | -6.1% | -1.0% |
| 3M | -10.1% | -2.8% | -7.3% | -9.4% |
| 6M | +1.0% | +15.0% | -14.1% | -5.1% |
| YTD | +8.5% | +9.0% | -0.5% | +3.3% |
| 1Y | +25.7% | +4.5% | +21.3% | +22.0% |
| 3Y | +216.0% | +41.9% | +174.1% | +161.6% |
| All | +216.0% | +41.3% | +174.7% | +161.6% |
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