+69.4%
F vs SHW
+342.6%
-273.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.0% | +4.2% | -3.3% | -1.2% |
| 30D | +2.1% | +11.3% | -9.1% | -3.4% |
| 3M | -10.3% | -1.8% | -8.5% | -9.7% |
| 6M | +3.3% | +12.7% | -9.4% | -3.8% |
| YTD | -2.0% | +10.4% | -12.4% | -8.0% |
| 1Y | -2.3% | +4.7% | -7.0% | -5.8% |
| 3Y | +49.9% | +42.7% | +7.2% | +21.8% |
| 5Y | -12.5% | +14.5% | -27.0% | -22.9% |
| All | +69.4% | +342.6% | -273.1% | -11.0% |
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