+8,434.7%
SHOP vs SHW
+280.3%
+8,154.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -5.1% | -3.2% | -1.9% | -2.9% |
| 30D | +0.6% | -9.5% | +10.1% | +7.7% |
| 3M | +25.0% | +11.5% | +13.6% | +15.9% |
| 6M | +11.9% | -3.5% | +15.5% | +13.5% |
| YTD | -9.9% | +3.7% | -13.6% | -13.8% |
| 1Y | 0.0% | -7.9% | +7.9% | +3.6% |
| 3Y | +117.5% | +24.7% | +92.8% | +81.2% |
| 5Y | -6.6% | +13.6% | -20.2% | -17.9% |
| 10Y | +3,320.3% | +283.0% | +3,037.4% | +1,458.3% |
| All | +8,434.7% | +280.3% | +8,154.4% | +3,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling