+50.1%
F vs SHW
+43.3%
+6.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.2% |
| 30D | +3.3% | +11.1% | -7.8% | -1.9% |
| 3M | -11.3% | -2.2% | -9.2% | -10.7% |
| 6M | +5.3% | +14.3% | -9.0% | -2.3% |
| YTD | -2.2% | +10.6% | -12.8% | -8.0% |
| 1Y | -3.5% | +4.1% | -7.6% | -6.5% |
| All | +50.1% | +43.3% | +6.8% | +22.3% |
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