+307.8%
SPY vs SHW
+339.2%
-31.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | -2.0% | +8.1% | -10.0% | -5.3% |
| 3M | -2.8% | -2.8% | 0.0% | -2.1% |
| 6M | +2.1% | +15.0% | -12.9% | -4.7% |
| YTD | +11.5% | +9.0% | +2.5% | +5.7% |
| 1Y | +13.5% | +4.5% | +9.0% | +9.5% |
| 3Y | +77.7% | +41.9% | +35.8% | +47.4% |
| 5Y | +72.6% | +10.7% | +61.9% | +56.2% |
| All | +307.8% | +339.2% | -31.4% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling