+83.4%
SNOW vs SHW
+41.3%
+42.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +5.5% | +1.9% | +3.6% | +5.1% |
| 30D | -13.2% | +8.1% | -21.2% | -14.9% |
| 3M | -13.7% | -2.8% | -11.0% | -13.1% |
| 6M | +91.0% | +15.0% | +75.9% | +82.1% |
| YTD | +32.7% | +9.0% | +23.7% | +26.2% |
| 1Y | +13.3% | +4.5% | +8.8% | +10.3% |
| 3Y | +83.4% | +41.9% | +41.5% | +43.6% |
| All | +83.4% | +41.3% | +42.1% | +43.6% |
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