+124.0%
SHOP vs SHW
+27.6%
+96.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -5.1% | -3.2% | -1.9% | -3.0% |
| 30D | +0.6% | -9.5% | +10.1% | +7.2% |
| 3M | +25.0% | +11.5% | +13.6% | +16.9% |
| 6M | +11.9% | -3.5% | +15.5% | +14.0% |
| YTD | -9.9% | +3.7% | -13.6% | -13.9% |
| 1Y | 0.0% | -7.9% | +7.9% | +4.3% |
| All | +124.0% | +27.6% | +96.3% | +63.7% |
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