+38.8%
SLB vs SHW
+4.6%
+34.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -2.1% | +1.0% | -0.9% |
| 30D | +4.5% | +11.1% | -6.6% | +2.4% |
| 3M | -4.6% | -2.2% | -2.4% | -4.1% |
| 6M | -6.3% | +14.3% | -20.6% | -10.5% |
| YTD | +35.0% | +10.6% | +24.4% | +28.0% |
| 1Y | +38.8% | +4.1% | +34.7% | +35.9% |
| All | +38.8% | +4.6% | +34.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling