+1,497.9%
META vs SHW
+935.2%
+562.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.2% |
| 7D | -3.1% | +5.7% | -8.8% | -5.8% |
| 30D | -18.1% | +8.7% | -26.8% | -21.5% |
| 3M | +2.9% | -5.4% | +8.2% | +4.8% |
| 6M | +0.2% | +12.2% | -12.1% | -6.2% |
| YTD | -8.1% | +8.5% | -16.6% | -13.1% |
| 1Y | -4.5% | +4.9% | -9.5% | -8.4% |
| 3Y | +94.2% | +42.8% | +51.3% | +57.9% |
| 5Y | +79.1% | +14.5% | +64.6% | +58.4% |
| 10Y | +405.9% | +373.0% | +32.9% | +150.8% |
| All | +1,497.9% | +935.2% | +562.7% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling