+4,492.0%
COP vs SHW
+20,643.9%
-16,151.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +3.0% | -3.2% | +6.2% | +3.9% |
| 30D | +17.5% | -9.5% | +27.0% | +20.5% |
| 3M | +13.4% | +11.5% | +1.9% | +8.9% |
| 6M | +17.7% | -3.5% | +21.3% | +17.0% |
| YTD | +46.6% | +3.7% | +42.9% | +42.5% |
| 1Y | +44.6% | -7.9% | +52.5% | +45.0% |
| 3Y | +20.7% | +24.7% | -4.0% | +9.2% |
| 5Y | +185.0% | +13.6% | +171.5% | +157.4% |
| 10Y | +347.0% | +283.0% | +64.0% | +179.0% |
| All | +4,492.0% | +20,643.9% | -16,151.9% | +1,098.6% |
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