+102.0%
META vs SHW
+43.4%
+58.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +3.8% |
| 7D | +5.7% | +1.6% | +4.1% | +5.1% |
| 30D | -10.8% | +12.1% | -22.8% | -14.3% |
| 3M | +8.4% | -3.0% | +11.4% | +9.5% |
| 6M | +5.4% | +13.5% | -8.1% | 0.0% |
| YTD | -2.6% | +11.2% | -13.8% | -7.6% |
| 1Y | +3.5% | +6.2% | -2.7% | 0.0% |
| 3Y | +102.0% | +45.6% | +56.4% | +70.8% |
| All | +102.0% | +43.4% | +58.6% | +70.8% |
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