+220.3%
SHEL vs SHW
+339.2%
-118.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.3% |
| 30D | -3.6% | +8.1% | -11.6% | -5.7% |
| 3M | +12.0% | -2.8% | +14.8% | +12.4% |
| 6M | +19.7% | +15.0% | +4.7% | +14.1% |
| YTD | +39.6% | +9.0% | +30.6% | +34.3% |
| 1Y | +36.4% | +4.5% | +32.0% | +32.7% |
| 3Y | +70.2% | +41.9% | +28.4% | +47.3% |
| 5Y | +169.2% | +10.7% | +158.5% | +150.5% |
| All | +220.3% | +339.2% | -118.9% | +89.5% |
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