+2,105.4%
FIX vs SHW
+15.5%
+2,089.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | -3.2% | +9.3% | +7.7% |
| 30D | -7.2% | -9.5% | +2.3% | -2.8% |
| 3M | -15.9% | +11.5% | -27.3% | -21.8% |
| 6M | +12.7% | -3.5% | +16.3% | +13.3% |
| YTD | +72.8% | +3.7% | +69.1% | +66.0% |
| 1Y | +122.9% | -7.9% | +130.8% | +127.6% |
| 3Y | +774.3% | +24.7% | +749.6% | +661.4% |
| All | +2,105.4% | +15.5% | +2,089.9% | +1,834.4% |
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 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