+70.0%
SHEL vs SHW
+19.9%
+50.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.9% | -4.5% | +8.4% | +3.9% |
| 30D | +7.0% | -12.7% | +19.7% | +7.1% |
| 3M | +12.5% | +4.7% | +7.8% | +11.7% |
| 6M | +14.8% | -3.4% | +18.2% | +14.6% |
| YTD | +34.2% | -1.3% | +35.5% | +33.7% |
| 1Y | +37.0% | -10.4% | +47.4% | +38.1% |
| All | +70.0% | +19.9% | +50.2% | +65.4% |
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 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