+309.6%
IVV vs SHW
+371.2%
-61.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.6% |
| 30D | -3.3% | +12.1% | -15.4% | -8.0% |
| 3M | -2.4% | -3.0% | +0.6% | -1.6% |
| 6M | +2.6% | +13.5% | -10.9% | -3.8% |
| YTD | +11.3% | +11.2% | 0.0% | +4.6% |
| 1Y | +13.4% | +6.2% | +7.2% | +8.7% |
| 3Y | +80.3% | +45.6% | +34.7% | +47.6% |
| 5Y | +72.7% | +15.6% | +57.1% | +53.2% |
| 10Y | +309.6% | +356.5% | -46.8% | +113.6% |
| All | +309.6% | +371.2% | -61.5% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling