+86.4%
F vs SHW
+275.8%
-189.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -3.1% |
| 7D | +1.2% | -1.2% | +2.3% | +1.8% |
| 30D | +1.2% | -11.6% | +12.8% | +7.6% |
| 3M | -5.7% | +9.1% | -14.8% | -10.2% |
| 6M | +17.9% | -0.7% | +18.6% | +17.3% |
| YTD | +10.4% | +1.4% | +9.1% | +8.6% |
| 1Y | +25.3% | -12.3% | +37.6% | +32.1% |
| 3Y | +37.5% | +23.4% | +14.1% | +20.7% |
| 5Y | +46.5% | +15.0% | +31.5% | +29.5% |
| 10Y | +86.4% | +278.3% | -191.9% | +2.1% |
| All | +86.4% | +275.8% | -189.4% | +2.1% |
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