+4,542.6%
GLW vs SHW
+20,643.9%
-16,101.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.2% | +5.5% |
| 7D | +3.8% | -3.2% | +7.0% | +5.1% |
| 30D | -1.3% | -9.5% | +8.2% | +2.4% |
| 3M | -21.8% | +11.5% | -33.3% | -26.0% |
| 6M | +6.9% | -3.5% | +10.4% | +7.5% |
| YTD | +77.2% | +3.7% | +73.4% | +72.7% |
| 1Y | +123.2% | -7.9% | +131.1% | +126.8% |
| 3Y | +400.0% | +24.7% | +375.3% | +346.1% |
| 5Y | +342.8% | +13.6% | +329.2% | +300.7% |
| 10Y | +771.4% | +283.0% | +488.4% | +400.0% |
| All | +4,542.6% | +20,643.9% | -16,101.3% | +587.1% |
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