+25.3%
F vs SHW
-11.6%
+36.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -3.3% |
| 7D | +1.2% | -1.2% | +2.3% | +1.7% |
| 30D | +1.2% | -11.6% | +12.8% | +6.3% |
| 3M | -5.7% | +9.1% | -14.8% | -10.1% |
| 6M | +17.9% | -0.7% | +18.6% | +17.2% |
| YTD | +10.4% | +1.4% | +9.1% | +9.0% |
| 1Y | +25.3% | -12.3% | +37.6% | +31.8% |
| All | +25.3% | -11.6% | +36.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling