+72.2%
SPY vs SHW
+16.8%
+55.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +1.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -3.3% | +12.1% | -15.4% | -7.1% |
| 3M | -2.4% | -3.0% | +0.5% | -1.7% |
| 6M | +2.6% | +13.5% | -11.0% | -2.6% |
| YTD | +11.2% | +11.2% | 0.0% | +5.8% |
| 1Y | +13.4% | +6.2% | +7.2% | +9.7% |
| 3Y | +79.9% | +45.6% | +34.3% | +52.9% |
| 5Y | +72.2% | +15.6% | +56.6% | +52.8% |
| All | +72.2% | +16.8% | +55.4% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling