+420.4%
FIX vs SHW
+43.1%
+377.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -10.1% |
| 7D | -27.2% | +5.7% | -33.0% | -29.3% |
| 30D | -46.9% | +8.7% | -55.6% | -49.3% |
| 3M | -44.4% | -5.4% | -39.0% | -43.3% |
| 6M | -50.9% | +12.2% | -63.2% | -55.0% |
| YTD | +3.5% | +8.5% | -4.9% | -4.1% |
| 1Y | -2.1% | +4.9% | -7.0% | -7.3% |
| All | +420.4% | +43.1% | +377.2% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling