+191.7%
COP vs SHW
+14.2%
+177.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | -0.8% | -1.2% | +0.3% | -0.8% |
| 30D | +15.6% | -11.6% | +27.2% | +15.7% |
| 3M | +14.3% | +9.1% | +5.2% | +13.6% |
| 6M | +17.0% | -0.7% | +17.6% | +16.8% |
| YTD | +47.4% | +1.4% | +46.1% | +46.9% |
| 1Y | +52.4% | -12.3% | +64.7% | +53.9% |
| 3Y | +20.8% | +23.4% | -2.5% | +18.6% |
| 5Y | +191.7% | +15.0% | +176.7% | +188.7% |
| All | +191.7% | +14.2% | +177.4% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling