+340.2%
COP vs SHW
+275.0%
+65.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | +11.7% | -11.4% | +23.1% | +15.3% |
| 3M | +17.7% | +3.5% | +14.2% | +15.2% |
| 6M | +18.3% | -3.4% | +21.7% | +17.4% |
| YTD | +49.1% | -0.3% | +49.4% | +46.1% |
| 1Y | +53.3% | -10.4% | +63.7% | +55.3% |
| 3Y | +22.2% | +21.3% | +0.8% | +8.6% |
| 5Y | +193.3% | +12.9% | +180.5% | +159.7% |
| 10Y | +340.2% | +284.1% | +56.1% | +141.3% |
| All | +340.2% | +275.0% | +65.2% | +141.3% |
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