+86.4%
META vs SHW
+11.1%
+75.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +5.2% | +1.9% | +3.3% | +4.3% |
| 30D | -13.0% | +8.1% | -21.1% | -16.4% |
| 3M | +7.9% | -2.8% | +10.7% | +8.8% |
| 6M | +4.2% | +15.0% | -10.8% | -3.8% |
| YTD | -2.5% | +9.0% | -11.5% | -8.3% |
| 1Y | +5.6% | +4.5% | +1.1% | +1.4% |
| 3Y | +96.8% | +41.9% | +54.9% | +55.1% |
| All | +86.4% | +11.1% | +75.3% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling