+2,989.4%
SHOP vs SHW
+275.0%
+2,714.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.3% |
| 7D | -10.6% | -3.2% | -7.4% | -8.4% |
| 30D | -18.3% | -11.4% | -6.9% | -10.9% |
| 3M | +14.8% | +3.5% | +11.3% | +12.3% |
| 6M | -5.0% | -3.4% | -1.7% | -3.5% |
| YTD | -21.2% | -0.3% | -20.9% | -22.5% |
| 1Y | -11.6% | -10.4% | -1.2% | -6.4% |
| 3Y | +101.2% | +21.3% | +79.9% | +69.7% |
| 5Y | -15.7% | +12.9% | -28.6% | -25.9% |
| 10Y | +2,989.4% | +284.1% | +2,705.3% | +1,402.3% |
| All | +2,989.4% | +275.0% | +2,714.4% | +1,402.3% |
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