+896.7%
SHW vs PSX
+1,139.4%
-242.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | +4.5% | -7.8% | -4.1% |
| 30D | -9.5% | +26.6% | -36.1% | -13.7% |
| 3M | +11.5% | +39.3% | -27.8% | +4.1% |
| 6M | -3.5% | +56.8% | -60.4% | -12.7% |
| YTD | +3.7% | +101.8% | -98.1% | -11.2% |
| 1Y | -7.9% | +99.6% | -107.5% | -21.2% |
| 3Y | +24.7% | +140.3% | -115.6% | +0.6% |
| 5Y | +13.6% | +339.3% | -325.7% | -23.0% |
| 10Y | +283.0% | +369.9% | -86.9% | +132.4% |
| All | +896.7% | +1,139.4% | -242.7% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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