+278.3%
SHW vs UAL
+103.3%
+174.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.8% |
| 7D | -1.2% | +3.5% | -4.6% | -1.7% |
| 30D | -11.6% | -16.5% | +4.9% | -8.9% |
| 3M | +9.1% | +2.8% | +6.3% | +8.6% |
| 6M | -0.7% | +17.6% | -18.2% | -3.5% |
| YTD | +1.4% | -3.2% | +4.6% | +1.1% |
| 1Y | -12.3% | +0.4% | -12.7% | -13.3% |
| 3Y | +23.4% | +128.2% | -104.8% | +3.7% |
| 5Y | +15.0% | +137.7% | -122.7% | -6.5% |
| 10Y | +278.3% | +99.1% | +179.2% | +182.4% |
| All | +278.3% | +103.3% | +174.9% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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