-9.3%
SHOP vs SHW
+14.2%
-23.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -5.8% |
| 7D | -4.1% | -1.2% | -2.9% | -3.1% |
| 30D | -11.5% | -11.6% | +0.1% | -2.6% |
| 3M | +21.1% | +9.1% | +11.9% | +13.1% |
| 6M | +3.0% | -0.7% | +3.7% | +2.5% |
| YTD | -16.7% | +1.4% | -18.0% | -19.6% |
| 1Y | -8.3% | -12.3% | +4.0% | -0.4% |
| 3Y | +112.8% | +23.4% | +89.5% | +67.3% |
| 5Y | -9.3% | +15.0% | -24.3% | -25.8% |
| All | -9.3% | +14.2% | -23.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling