+81.0%
F vs SHW
+371.2%
-290.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.3% |
| 7D | -0.6% | +1.6% | -2.2% | -1.6% |
| 30D | +2.9% | +12.1% | -9.2% | -3.1% |
| 3M | -9.5% | -3.0% | -6.5% | -8.4% |
| 6M | +4.0% | +13.5% | -9.5% | -3.4% |
| YTD | -1.3% | +11.2% | -12.5% | -7.6% |
| 1Y | -1.9% | +6.2% | -8.2% | -6.1% |
| 3Y | +53.5% | +45.6% | +7.8% | +23.4% |
| 5Y | -15.1% | +15.6% | -30.7% | -25.6% |
| 10Y | +81.0% | +356.5% | -275.5% | -6.5% |
| All | +81.0% | +371.2% | -290.2% | -6.5% |
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