+3,653.2%
FIX vs SHW
+358.9%
+3,294.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +6.2% |
| 7D | -17.5% | +3.5% | -20.9% | -19.8% |
| 30D | -41.6% | +9.2% | -50.8% | -45.3% |
| 3M | -40.6% | -5.1% | -35.5% | -39.9% |
| 6M | -49.4% | +6.8% | -56.2% | -52.9% |
| YTD | +9.2% | +7.0% | +2.2% | +0.9% |
| 1Y | +6.5% | +4.1% | +2.3% | 0.0% |
| 3Y | +448.7% | +41.1% | +407.7% | +326.2% |
| 5Y | +948.7% | +12.9% | +935.9% | +804.4% |
| All | +3,653.2% | +358.9% | +3,294.3% | +1,272.3% |
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 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