+93.4%
META vs SHW
+43.1%
+50.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.7% |
| 7D | -3.1% | +5.7% | -8.8% | -5.0% |
| 30D | -18.1% | +8.7% | -26.8% | -20.6% |
| 3M | +2.9% | -5.4% | +8.2% | +4.7% |
| 6M | +0.2% | +12.2% | -12.1% | -4.6% |
| YTD | -8.1% | +8.5% | -16.6% | -12.1% |
| 1Y | -4.5% | +4.9% | -9.5% | -7.5% |
| All | +93.4% | +43.1% | +50.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling