+5,831.7%
FIX vs SHW
+285.4%
+5,546.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | -3.2% | +9.3% | +7.9% |
| 30D | -7.2% | -9.5% | +2.3% | -2.2% |
| 3M | -15.9% | +11.5% | -27.3% | -22.3% |
| 6M | +12.7% | -3.5% | +16.3% | +13.2% |
| YTD | +72.8% | +3.7% | +69.1% | +65.4% |
| 1Y | +122.9% | -7.9% | +130.8% | +127.7% |
| 3Y | +774.3% | +24.7% | +749.6% | +644.6% |
| 5Y | +2,049.5% | +13.6% | +2,035.9% | +1,776.5% |
| All | +5,831.7% | +285.4% | +5,546.3% | +2,644.6% |
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