+374.8%
META vs SHW
+285.4%
+89.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +6.7% | -3.2% | +9.9% | +8.4% |
| 30D | +4.8% | -9.5% | +14.3% | +10.0% |
| 3M | -1.6% | +11.5% | -13.1% | -7.4% |
| 6M | -7.5% | -3.5% | -3.9% | -6.6% |
| YTD | -6.4% | +3.7% | -10.1% | -9.3% |
| 1Y | -17.3% | -7.9% | -9.4% | -15.4% |
| 3Y | +109.9% | +24.7% | +85.2% | +80.4% |
| 5Y | +65.4% | +13.6% | +51.8% | +45.6% |
| All | +374.8% | +285.4% | +89.3% | +149.9% |
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