-16.6%
SLB vs SHW
+371.2%
-387.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.5% |
| 7D | -3.7% | +1.6% | -5.3% | -4.4% |
| 30D | +2.9% | +12.1% | -9.2% | -1.7% |
| 3M | +0.2% | -3.0% | +3.2% | +0.7% |
| 6M | -4.4% | +13.5% | -18.0% | -10.1% |
| YTD | +33.4% | +11.2% | +22.2% | +26.2% |
| 1Y | +40.8% | +6.2% | +34.6% | +35.5% |
| 3Y | +3.2% | +45.6% | -42.4% | -13.2% |
| 5Y | +64.8% | +15.6% | +49.2% | +48.8% |
| 10Y | -16.6% | +356.5% | -373.0% | -54.0% |
| All | -16.6% | +371.2% | -387.7% | -54.0% |
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