+325.0%
COP vs SHW
+343.1%
-18.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.7% | -2.1% | +2.8% | +1.2% |
| 30D | +0.2% | +11.1% | -10.9% | -3.0% |
| 3M | +10.2% | -2.2% | +12.4% | +10.3% |
| 6M | +20.1% | +14.3% | +5.8% | +13.7% |
| YTD | +50.5% | +10.6% | +39.9% | +42.7% |
| 1Y | +56.8% | +4.1% | +52.7% | +51.6% |
| 3Y | +30.3% | +42.9% | -12.6% | +9.5% |
| 5Y | +126.8% | +14.2% | +112.6% | +104.6% |
| 10Y | +325.0% | +346.7% | -21.8% | +139.9% |
| All | +325.0% | +343.1% | -18.1% | +139.9% |
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