+126.0%
DUK vs SHW
+288.7%
-162.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -0.7% | -3.1% | +2.5% | +0.2% |
| 30D | -2.4% | -10.0% | +7.6% | +0.3% |
| 3M | -3.0% | +2.3% | -5.3% | -4.0% |
| 6M | -6.6% | +0.7% | -7.2% | -7.4% |
| YTD | +4.6% | +0.5% | +4.1% | +3.4% |
| 1Y | +1.2% | -11.5% | +12.7% | +3.7% |
| 3Y | +45.7% | +21.3% | +24.3% | +33.4% |
| 5Y | +40.3% | +12.5% | +27.8% | +28.5% |
| All | +126.0% | +288.7% | -162.7% | +56.0% |
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