+0.5%
SHOP vs SHW
+3.3%
-2.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.2% | +1.7% | -2.9% | -2.0% |
| 30D | -14.7% | +7.8% | -22.5% | -17.3% |
| 3M | -7.2% | -3.0% | -4.2% | -6.0% |
| 6M | +54.2% | +14.8% | +39.4% | +49.1% |
| YTD | -8.6% | +8.8% | -17.4% | -16.4% |
| 1Y | +0.5% | +4.2% | -3.7% | -4.5% |
| All | +0.5% | +3.3% | -2.8% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling