+3,663.5%
SHOP vs SHW
+343.1%
+3,320.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -2.5% | -2.1% | -0.3% | -0.9% |
| 30D | -16.7% | +11.1% | -27.8% | -22.9% |
| 3M | -2.2% | -2.2% | 0.0% | -0.8% |
| 6M | +45.6% | +14.3% | +31.2% | +31.3% |
| YTD | -7.3% | +10.6% | -17.9% | -15.7% |
| 1Y | -6.1% | +4.1% | -10.2% | -10.7% |
| 3Y | +143.3% | +42.9% | +100.5% | +80.1% |
| 5Y | +0.2% | +14.2% | -14.0% | -13.8% |
| 10Y | +3,663.5% | +346.7% | +3,316.8% | +1,538.5% |
| All | +3,663.5% | +343.1% | +3,320.4% | +1,538.5% |
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