+425.7%
META vs SHW
+371.2%
+54.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +3.2% |
| 7D | +5.7% | +1.6% | +4.1% | +4.8% |
| 30D | -10.8% | +12.1% | -22.8% | -16.0% |
| 3M | +8.4% | -3.0% | +11.4% | +9.3% |
| 6M | +5.4% | +13.5% | -8.1% | -2.4% |
| YTD | -2.6% | +11.2% | -13.8% | -9.5% |
| 1Y | +3.5% | +6.2% | -2.7% | -1.6% |
| 3Y | +102.0% | +45.6% | +56.4% | +58.8% |
| 5Y | +93.1% | +15.6% | +77.5% | +67.6% |
| 10Y | +425.7% | +356.5% | +69.2% | +138.9% |
| All | +425.7% | +371.2% | +54.5% | +138.9% |
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