+1,163.5%
C vs SHW
+20,643.9%
-19,480.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | -3.2% | +6.9% | +5.4% |
| 30D | +0.1% | -9.5% | +9.6% | +5.4% |
| 3M | +2.4% | +11.5% | -9.0% | -4.2% |
| 6M | +24.9% | -3.5% | +28.5% | +25.8% |
| YTD | +19.8% | +3.7% | +16.1% | +15.5% |
| 1Y | +44.9% | -7.9% | +52.8% | +48.2% |
| 3Y | +263.0% | +24.7% | +238.3% | +210.0% |
| 5Y | +129.5% | +13.6% | +115.9% | +97.4% |
| 10Y | +291.6% | +283.0% | +8.7% | +67.5% |
| All | +1,163.5% | +20,643.9% | -19,480.4% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling