+52.0%
SNOW vs SHW
-7.8%
+59.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | +2.8% | -3.2% | +6.0% | +2.2% |
| 30D | +6.4% | -9.5% | +15.9% | +4.5% |
| 3M | +38.1% | +11.5% | +26.6% | +43.3% |
| 6M | +100.4% | -3.5% | +103.9% | +102.2% |
| YTD | +53.7% | +3.7% | +50.0% | +52.6% |
| 1Y | +52.0% | -7.9% | +59.9% | +55.2% |
| All | +52.0% | -7.8% | +59.8% | +55.2% |
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 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