+3,644.4%
FIX vs SHW
+352.3%
+3,292.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | -13.9% | +4.2% | -18.2% | -16.3% |
| 30D | -35.5% | +11.3% | -46.8% | -40.1% |
| 3M | -33.9% | -1.8% | -32.1% | -34.3% |
| 6M | -43.3% | +12.7% | -56.0% | -48.8% |
| YTD | +18.7% | +10.4% | +8.2% | +8.0% |
| 1Y | +13.8% | +4.7% | +9.0% | +6.9% |
| 3Y | +495.0% | +42.7% | +452.3% | +360.9% |
| 5Y | +1,049.0% | +14.5% | +1,034.5% | +886.9% |
| 10Y | +3,644.4% | +340.7% | +3,303.7% | +1,401.6% |
| All | +3,644.4% | +352.3% | +3,292.1% | +1,401.6% |
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