+210.0%
SHEL vs SHW
+288.7%
-78.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.9% |
| 30D | +8.4% | -10.0% | +18.4% | +11.1% |
| 3M | +13.7% | +2.3% | +11.4% | +12.3% |
| 6M | +12.7% | +0.7% | +12.0% | +11.1% |
| YTD | +35.3% | +0.5% | +34.8% | +33.2% |
| 1Y | +39.4% | -11.5% | +50.8% | +42.0% |
| 3Y | +71.5% | +21.3% | +50.1% | +55.7% |
| 5Y | +195.0% | +12.5% | +182.5% | +168.4% |
| All | +210.0% | +288.7% | -78.7% | +90.0% |
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