+813.6%
SLB vs SHW
+21,595.0%
-20,781.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.5% |
| 7D | -7.7% | +5.7% | -13.5% | -9.6% |
| 30D | -0.7% | +8.7% | -9.4% | -3.7% |
| 3M | 0.0% | -5.4% | +5.3% | +1.2% |
| 6M | -10.4% | +12.2% | -22.7% | -14.8% |
| YTD | +31.5% | +8.5% | +23.0% | +26.3% |
| 1Y | +39.1% | +4.9% | +34.2% | +35.1% |
| 3Y | -5.7% | +42.8% | -48.6% | -18.0% |
| 5Y | +65.4% | +14.5% | +51.0% | +49.9% |
| 10Y | -15.6% | +373.0% | -388.6% | -52.3% |
| All | +813.6% | +21,595.0% | -20,781.3% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling