+831.9%
SHW vs QXO
-8.6%
+840.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -4.5% | -8.7% | +4.2% | -4.4% |
| 30D | -12.7% | -21.0% | +8.3% | -12.5% |
| 3M | +4.7% | -18.4% | +23.1% | +4.8% |
| 6M | -3.4% | -43.0% | +39.6% | -3.1% |
| YTD | -1.3% | -36.3% | +35.0% | -1.1% |
| 1Y | -10.4% | -42.8% | +32.4% | -10.1% |
| 3Y | +20.1% | -45.8% | +65.9% | +18.4% |
| 5Y | +10.5% | -70.8% | +81.3% | +9.0% |
| 10Y | +280.3% | +36.3% | +244.0% | +269.2% |
| All | +831.9% | -8.6% | +840.5% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling