+3,800.0%
FIX vs SHW
+371.2%
+3,428.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.4% | +7.3% |
| 7D | -7.2% | +1.6% | -8.8% | -8.6% |
| 30D | -35.1% | +12.1% | -47.2% | -39.9% |
| 3M | -34.3% | -3.0% | -31.3% | -34.2% |
| 6M | -42.9% | +13.5% | -56.5% | -48.6% |
| YTD | +19.5% | +11.2% | +8.2% | +8.3% |
| 1Y | +16.8% | +6.2% | +10.6% | +8.8% |
| 3Y | +506.7% | +45.6% | +461.1% | +364.4% |
| 5Y | +1,046.7% | +15.6% | +1,031.1% | +879.7% |
| 10Y | +3,800.0% | +356.5% | +3,443.5% | +1,389.1% |
| All | +3,800.0% | +371.2% | +3,428.8% | +1,389.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling