+152.5%
JPM vs SHW
+14.0%
+138.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.6% |
| 30D | -1.4% | -11.4% | +10.0% | +2.3% |
| 3M | +13.9% | +3.5% | +10.5% | +12.2% |
| 6M | +23.5% | -3.4% | +26.9% | +24.0% |
| YTD | +11.6% | -0.3% | +12.0% | +10.8% |
| 1Y | +21.4% | -10.4% | +31.8% | +24.4% |
| 3Y | +163.4% | +21.3% | +142.1% | +142.3% |
| 5Y | +152.5% | +12.9% | +139.7% | +122.7% |
| All | +152.5% | +14.0% | +138.5% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling