+12.9%
SHW vs XLB
+35.5%
-22.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | -3.2% | -2.9% | -0.3% | -0.6% |
| 30D | -11.4% | -3.4% | -8.0% | -8.6% |
| 3M | +3.5% | +1.6% | +1.9% | +2.2% |
| 6M | -3.4% | +3.6% | -7.0% | -6.1% |
| YTD | -0.3% | +14.2% | -14.6% | -11.2% |
| 1Y | -10.4% | +15.6% | -26.0% | -21.1% |
| 3Y | +21.3% | +33.1% | -11.8% | -5.4% |
| 5Y | +12.9% | +35.0% | -22.2% | -12.8% |
| All | +12.9% | +35.5% | -22.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling