+3,781.0%
SHOP vs SHW
+339.2%
+3,441.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -1.2% | +1.9% | -3.1% | -2.6% |
| 30D | -14.7% | +8.1% | -22.8% | -19.5% |
| 3M | -7.2% | -2.8% | -4.4% | -5.5% |
| 6M | +54.2% | +15.0% | +39.1% | +38.4% |
| YTD | -8.6% | +9.0% | -17.6% | -16.1% |
| 1Y | +0.5% | +4.5% | -4.0% | -4.8% |
| 3Y | +135.9% | +41.9% | +94.1% | +75.4% |
| 5Y | -11.9% | +10.7% | -22.6% | -22.7% |
| All | +3,781.0% | +339.2% | +3,441.8% | +1,596.1% |
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