+102.2%
SNOW vs SHW
+23.8%
+78.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | +1.5% | -11.6% | +13.1% | +5.3% |
| 3M | +39.5% | +9.1% | +30.4% | +35.0% |
| 6M | +85.9% | -0.7% | +86.6% | +84.8% |
| YTD | +52.9% | +1.4% | +51.6% | +48.1% |
| 1Y | +48.1% | -12.3% | +60.4% | +56.1% |
| 3Y | +102.2% | +23.4% | +78.8% | +70.8% |
| All | +102.2% | +23.8% | +78.4% | +70.8% |
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