-41.3%
GLW vs SHW
+7.1%
-48.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.2% |
| 7D | -13.9% | +3.5% | -17.4% | -12.4% |
| 30D | -35.0% | +9.2% | -44.2% | -32.7% |
| 3M | -32.4% | -5.1% | -27.3% | -32.6% |
| 6M | -41.3% | +6.8% | -48.2% | -35.4% |
| All | -41.3% | +7.1% | -48.4% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling