+3.4%
SLB vs SHW
+41.3%
-37.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.5% | +1.9% | +1.6% | +3.0% |
| 30D | +6.5% | +8.1% | -1.5% | +3.9% |
| 3M | -0.2% | -2.8% | +2.5% | +0.3% |
| 6M | -5.7% | +15.0% | -20.8% | -11.0% |
| YTD | +36.8% | +9.0% | +27.8% | +31.4% |
| 1Y | +45.8% | +4.5% | +41.3% | +42.1% |
| 3Y | +3.4% | +41.9% | -38.5% | -3.2% |
| All | +3.4% | +41.3% | -37.9% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling