+280.4%
SHW vs QXO
+34.5%
+246.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | -7.8% | +4.7% | -3.0% |
| 30D | -10.0% | -18.1% | +8.1% | -9.8% |
| 3M | +2.3% | -25.8% | +28.0% | +2.7% |
| 6M | +0.7% | -41.7% | +42.4% | +1.4% |
| YTD | +0.5% | -36.2% | +36.7% | +1.1% |
| 1Y | -11.5% | -42.1% | +30.6% | -10.9% |
| 3Y | +21.3% | -46.2% | +67.5% | +17.7% |
| 5Y | +12.5% | -70.7% | +83.3% | +9.4% |
| All | +280.4% | +34.5% | +246.0% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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