+507.9%
F vs SHW
+21,988.5%
-21,480.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.0% | +4.2% | -3.3% | -1.0% |
| 30D | +2.1% | +11.3% | -9.1% | -2.8% |
| 3M | -10.3% | -1.8% | -8.5% | -9.7% |
| 6M | +3.3% | +12.7% | -9.4% | -2.9% |
| YTD | -2.0% | +10.4% | -12.4% | -7.2% |
| 1Y | -2.3% | +4.7% | -7.0% | -5.3% |
| 3Y | +49.9% | +42.7% | +7.2% | +25.5% |
| 5Y | -12.5% | +14.5% | -27.0% | -20.7% |
| 10Y | +74.3% | +340.7% | -266.5% | -14.3% |
| All | +507.9% | +21,988.5% | -21,480.6% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling