+3,093.2%
GLW vs SHW
+21,289.8%
-18,196.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -13.9% | +3.5% | -17.4% | -15.3% |
| 30D | -35.0% | +9.2% | -44.2% | -37.5% |
| 3M | -32.4% | -5.1% | -27.3% | -31.5% |
| 6M | -41.3% | +6.8% | -48.2% | -44.0% |
| YTD | +21.8% | +7.0% | +14.9% | +16.5% |
| 1Y | +21.8% | +4.1% | +17.7% | +17.7% |
| 3Y | +307.7% | +41.1% | +266.6% | +244.5% |
| 5Y | +213.7% | +12.9% | +200.8% | +183.0% |
| 10Y | +509.3% | +366.3% | +142.9% | +224.4% |
| All | +3,093.2% | +21,289.8% | -18,196.5% | +363.8% |
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