+585.7%
JPM vs SHW
+281.7%
+304.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -2.3% | -4.5% | +2.1% | -0.5% |
| 30D | -2.3% | -12.7% | +10.3% | +3.1% |
| 3M | +14.9% | +4.7% | +10.2% | +11.9% |
| 6M | +23.6% | -3.4% | +27.1% | +24.3% |
| YTD | +11.3% | -1.3% | +12.6% | +10.6% |
| 1Y | +19.9% | -10.4% | +30.2% | +23.8% |
| 3Y | +162.6% | +20.1% | +142.5% | +134.1% |
| 5Y | +154.6% | +10.5% | +144.1% | +129.0% |
| All | +585.7% | +281.7% | +304.0% | +254.2% |
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