+356.5%
SHW vs COO
+40.7%
+315.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.0% |
| 7D | +1.6% | +4.3% | -2.7% | 0.0% |
| 30D | +12.1% | +17.6% | -5.5% | +5.2% |
| 3M | -3.0% | -13.9% | +10.9% | +2.4% |
| 6M | +13.5% | +6.6% | +7.0% | +9.8% |
| YTD | +11.2% | -22.0% | +33.2% | +21.8% |
| 1Y | +6.2% | -8.8% | +15.0% | +9.0% |
| 3Y | +45.6% | -21.5% | +67.1% | +52.8% |
| 5Y | +15.6% | -41.0% | +56.6% | +34.3% |
| 10Y | +356.5% | +40.9% | +315.6% | +282.6% |
| All | +356.5% | +40.7% | +315.8% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling