+8,680.0%
SHOP vs SHW
+305.4%
+8,374.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -2.5% | -2.1% | -0.3% | -1.0% |
| 30D | -16.7% | +11.1% | -27.8% | -22.7% |
| 3M | -2.2% | -2.2% | 0.0% | -0.9% |
| 6M | +45.6% | +14.3% | +31.2% | +32.0% |
| YTD | -7.3% | +10.6% | -17.9% | -15.3% |
| 1Y | -6.1% | +4.1% | -10.2% | -10.4% |
| 3Y | +143.3% | +42.9% | +100.5% | +83.6% |
| 5Y | +0.2% | +14.2% | -14.0% | -12.7% |
| 10Y | +3,663.5% | +346.7% | +3,316.8% | +1,477.7% |
| All | +8,680.0% | +305.4% | +8,374.6% | +3,561.9% |
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