+319.7%
SPY vs SHW
+275.0%
+44.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | +0.9% |
| 30D | -1.4% | -11.4% | +10.0% | +3.5% |
| 3M | +3.7% | +3.5% | +0.2% | +1.6% |
| 6M | +13.0% | -3.4% | +16.4% | +13.4% |
| YTD | +12.4% | -0.3% | +12.7% | +11.0% |
| 1Y | +18.5% | -10.4% | +29.0% | +22.1% |
| 3Y | +77.6% | +21.3% | +56.3% | +58.3% |
| 5Y | +81.7% | +12.9% | +68.8% | +62.8% |
| 10Y | +319.7% | +284.1% | +35.6% | +137.0% |
| All | +319.7% | +275.0% | +44.7% | +137.0% |
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