+7,433.0%
FIX vs SHW
+5,191.2%
+2,241.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.0% | -7.6% | -9.9% |
| 7D | -27.2% | +5.7% | -33.0% | -29.5% |
| 30D | -46.9% | +8.7% | -55.6% | -49.4% |
| 3M | -44.4% | -5.4% | -39.0% | -43.9% |
| 6M | -50.9% | +12.2% | -63.2% | -54.5% |
| YTD | +3.5% | +8.5% | -4.9% | -2.8% |
| 1Y | -2.1% | +4.9% | -7.0% | -6.7% |
| 3Y | +418.7% | +42.8% | +375.9% | +331.6% |
| 5Y | +894.6% | +14.5% | +880.1% | +791.2% |
| 10Y | +3,465.5% | +373.0% | +3,092.5% | +1,697.0% |
| All | +7,433.0% | +5,191.2% | +2,241.8% | +1,597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling