+444.1%
META vs SHW
+342.6%
+101.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +3.3% | +4.2% | -1.0% | +1.2% |
| 30D | -10.8% | +11.3% | -22.0% | -15.7% |
| 3M | +7.9% | -1.8% | +9.7% | +8.2% |
| 6M | +5.4% | +12.7% | -7.3% | -2.1% |
| YTD | -2.6% | +10.4% | -13.0% | -9.2% |
| 1Y | +1.9% | +4.7% | -2.8% | -2.5% |
| 3Y | +97.0% | +42.7% | +54.3% | +56.3% |
| 5Y | +97.6% | +14.5% | +83.1% | +72.3% |
| All | +444.1% | +342.6% | +101.5% | +141.2% |
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