-4.8%
SLB vs SHW
+275.8%
-280.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | +13.6% | -11.6% | +25.2% | +18.5% |
| 3M | +1.5% | +9.1% | -7.6% | -2.6% |
| 6M | +23.0% | -0.7% | +23.7% | +21.8% |
| YTD | +51.2% | +1.4% | +49.9% | +48.7% |
| 1Y | +63.5% | -12.3% | +75.8% | +69.1% |
| 3Y | +2.5% | +23.4% | -20.9% | -7.9% |
| 5Y | +139.2% | +15.0% | +124.2% | +114.3% |
| 10Y | -4.8% | +278.3% | -283.0% | -45.5% |
| All | -4.8% | +275.8% | -280.6% | -45.5% |
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