-14.4%
SLB vs SHW
+340.1%
-354.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +4.4% | +8.4% | -4.0% | +0.9% |
| 3M | -2.7% | -2.2% | -0.5% | -2.5% |
| 6M | -7.5% | +13.3% | -20.9% | -13.0% |
| YTD | +34.8% | +9.2% | +25.6% | +28.4% |
| 1Y | +44.6% | +2.9% | +41.7% | +40.8% |
| 3Y | +3.2% | +41.1% | -37.9% | -12.2% |
| 5Y | +73.6% | +11.0% | +62.6% | +59.6% |
| All | -14.4% | +340.1% | -354.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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