+113.5%
COP vs SHW
+12.3%
+101.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -11.5% | +3.5% | -15.0% | -11.5% |
| 30D | +5.0% | +9.2% | -4.3% | +5.0% |
| 3M | +17.5% | -5.1% | +22.6% | +17.6% |
| 6M | +16.2% | +6.8% | +9.4% | +16.0% |
| YTD | +48.8% | +7.0% | +41.8% | +48.3% |
| 1Y | +64.1% | +4.1% | +60.0% | +63.9% |
| 3Y | +25.7% | +41.1% | -15.4% | +22.8% |
| All | +113.5% | +12.3% | +101.2% | +105.2% |
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