+46.0%
F vs SHW
+25.2%
+20.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +5.3% | -3.2% | +8.6% | +7.0% |
| 30D | +4.6% | -9.5% | +14.1% | +9.7% |
| 3M | -3.7% | +11.5% | -15.1% | -9.6% |
| 6M | +16.8% | -3.5% | +20.4% | +18.0% |
| YTD | +15.3% | +3.7% | +11.6% | +12.0% |
| 1Y | +31.0% | -7.9% | +38.9% | +35.0% |
| All | +46.0% | +25.2% | +20.8% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling