+893.9%
FIX vs SHW
+14.0%
+879.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -9.9% |
| 7D | -27.2% | +5.7% | -33.0% | -29.6% |
| 30D | -46.9% | +8.7% | -55.6% | -49.5% |
| 3M | -44.4% | -5.4% | -39.0% | -43.6% |
| 6M | -50.9% | +12.2% | -63.2% | -54.9% |
| YTD | +3.5% | +8.5% | -4.9% | -3.6% |
| 1Y | -2.1% | +4.9% | -7.0% | -7.2% |
| 3Y | +418.7% | +42.8% | +375.9% | +319.6% |
| All | +893.9% | +14.0% | +879.9% | +760.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling