-17.2%
F vs SHW
+11.1%
-28.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | +1.9% | -5.0% | -4.0% |
| 30D | 0.0% | +8.1% | -8.0% | -4.0% |
| 3M | -13.2% | -2.8% | -10.4% | -12.2% |
| 6M | -10.2% | +15.0% | -25.2% | -17.2% |
| YTD | -4.9% | +9.0% | -13.9% | -10.2% |
| 1Y | -6.1% | +4.5% | -10.6% | -9.4% |
| 3Y | +46.0% | +41.9% | +4.1% | +17.8% |
| All | -17.2% | +11.1% | -28.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling