+404.3%
META vs SHW
+358.9%
+45.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -0.8% | +3.5% | -4.2% | -2.7% |
| 30D | -15.4% | +9.2% | -24.6% | -19.4% |
| 3M | +3.5% | -5.1% | +8.6% | +5.4% |
| 6M | -0.3% | +6.8% | -7.1% | -4.9% |
| YTD | -7.3% | +7.0% | -14.3% | -12.3% |
| 1Y | -1.1% | +4.1% | -5.2% | -5.2% |
| 3Y | +95.1% | +41.1% | +54.0% | +55.6% |
| 5Y | +80.6% | +12.9% | +67.7% | +58.4% |
| All | +404.3% | +358.9% | +45.4% | +131.1% |
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 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