+3,058.8%
SPY vs SHW
+11,690.0%
-8,631.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.1% |
| 30D | -2.4% | +11.1% | -13.5% | -6.2% |
| 3M | -1.2% | -2.2% | +1.0% | -0.8% |
| 6M | +3.3% | +14.3% | -11.0% | -2.5% |
| YTD | +12.3% | +10.6% | +1.7% | +6.8% |
| 1Y | +12.4% | +4.1% | +8.4% | +9.2% |
| 3Y | +78.8% | +42.9% | +36.0% | +53.3% |
| 5Y | +75.2% | +14.2% | +61.0% | +59.2% |
| 10Y | +311.1% | +346.7% | -35.6% | +127.7% |
| All | +3,058.8% | +11,690.0% | -8,631.2% | +508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling