+76.4%
SLB vs SHW
+11.1%
+65.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | +6.5% | +8.1% | -1.5% | +4.6% |
| 3M | -0.2% | -2.8% | +2.5% | +0.1% |
| 6M | -5.7% | +15.0% | -20.8% | -9.3% |
| YTD | +36.8% | +9.0% | +27.8% | +33.3% |
| 1Y | +45.8% | +4.5% | +41.3% | +43.2% |
| 3Y | +3.4% | +41.9% | -38.5% | -2.8% |
| All | +76.4% | +11.1% | +65.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling