+79.8%
F vs SHW
+358.9%
-279.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +1.6% | +3.5% | -1.9% | -0.3% |
| 30D | +2.6% | +9.2% | -6.6% | -2.0% |
| 3M | -8.8% | -5.1% | -3.7% | -6.7% |
| 6M | +4.6% | +6.8% | -2.2% | +0.2% |
| YTD | -1.9% | +7.0% | -8.8% | -6.3% |
| 1Y | -0.8% | +4.1% | -4.9% | -4.0% |
| 3Y | +43.5% | +41.1% | +2.4% | +17.3% |
| 5Y | -12.1% | +12.9% | -24.9% | -21.9% |
| All | +79.8% | +358.9% | -279.1% | -4.4% |
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