+21.3%
SHW vs QXO
-47.1%
+68.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.6% |
| 6M | +0.7% | -41.7% | +42.4% | +1.1% |
| YTD | +0.5% | -36.2% | +36.7% | +0.9% |
| 1Y | -11.5% | -42.1% | +30.6% | -11.1% |
| 3Y | +21.3% | -46.2% | +67.5% | +19.4% |
| All | +21.3% | -47.1% | +68.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling